market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16/05/2024 0.31% 96.70 % 97.00 % 500,000 500,000 500,000 500,000 484,062 CHF 485,562 CHF 99.27% 99.27%
15/05/2024 0.31% 96.20 % 96.50 % 500,000 500,000 500,000 500,000 480,357 CHF 481,857 CHF 99.44% 99.44%
14/05/2024 0.31% 95.70 % 96.00 % 500,000 500,000 500,000 500,000 481,077 CHF 482,577 CHF 98.95% 98.95%
13/05/2024 0.31% 96.20 % 96.50 % 500,000 500,000 500,000 500,000 483,582 CHF 485,082 CHF 100.00% 100.00%
10/05/2024 0.31% 96.80 % 97.10 % 500,000 500,000 500,000 500,000 485,575 CHF 487,075 CHF 99.73% 99.73%
08/05/2024 0.30% 97.90 % 98.20 % 500,000 500,000 500,000 500,000 492,434 CHF 493,934 CHF 98.00% 98.00%
07/05/2024 0.30% 100.90 % 101.20 % 500,000 500,000 500,000 500,000 504,996 CHF 506,496 CHF 99.53% 99.53%
06/05/2024 0.30% 100.90 % 101.20 % 500,000 500,000 500,000 500,000 505,425 CHF 506,925 CHF 100.00% 100.00%
03/05/2024 0.30% 100.40 % 100.70 % 500,000 500,000 500,000 500,000 500,038 CHF 501,538 CHF 99.53% 99.53%
02/05/2024 0.30% 100.00 % 100.30 % 500,000 500,000 500,000 500,000 500,946 CHF 502,446 CHF 100.00% 100.00%

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