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 0.32% 94.20 % 94.50 % 500,000 500,000 500,000 500,000 472,033 CHF 473,533 CHF 99.50% 99.50%
15/05/2024 0.32% 93.80 % 94.10 % 500,000 500,000 500,000 500,000 471,460 CHF 472,960 CHF 99.43% 99.43%
14/05/2024 0.32% 94.80 % 95.10 % 500,000 500,000 500,000 500,000 468,364 CHF 469,864 CHF 98.90% 98.90%
13/05/2024 0.32% 94.10 % 94.40 % 500,000 500,000 500,000 500,000 465,603 CHF 467,103 CHF 100.00% 100.00%
10/05/2024 0.33% 91.30 % 91.60 % 500,000 500,000 500,000 500,000 455,062 CHF 456,562 CHF 100.00% 100.00%
08/05/2024 0.33% 90.40 % 90.70 % 500,000 500,000 500,000 500,000 452,565 CHF 454,065 CHF 98.15% 98.15%
07/05/2024 0.33% 91.80 % 92.10 % 500,000 500,000 500,000 500,000 460,144 CHF 461,644 CHF 97.95% 97.95%
06/05/2024 0.32% 92.90 % 93.20 % 500,000 500,000 500,000 500,000 462,634 CHF 464,134 CHF 100.00% 100.00%
03/05/2024 0.32% 92.30 % 92.60 % 500,000 500,000 500,000 500,000 461,377 CHF 462,877 CHF 99.99% 99.99%
02/05/2024 0.32% 93.00 % 93.30 % 500,000 500,000 500,000 500,000 465,622 CHF 467,122 CHF 100.00% 100.00%

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