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 0.33% 91.60 % 91.90 % 500,000 500,000 499,737 499,737 458,971 CHF 460,471 CHF 99.15% 99.15%
15/05/2024 0.33% 90.90 % 91.20 % 500,000 500,000 500,000 500,000 454,419 CHF 455,919 CHF 99.42% 99.42%
14/05/2024 0.33% 90.60 % 90.90 % 500,000 500,000 500,000 500,000 456,093 CHF 457,593 CHF 98.90% 98.90%
13/05/2024 0.33% 91.10 % 91.40 % 500,000 500,000 499,737 499,737 458,930 CHF 460,430 CHF 100.00% 100.00%
10/05/2024 0.32% 92.90 % 93.20 % 500,000 500,000 500,000 500,000 466,090 CHF 467,590 CHF 99.73% 99.73%
08/05/2024 0.32% 93.40 % 93.70 % 500,000 500,000 500,000 500,000 471,286 CHF 472,786 CHF 98.00% 98.00%
07/05/2024 0.31% 97.70 % 98.00 % 500,000 500,000 500,000 500,000 485,431 CHF 486,931 CHF 99.53% 99.53%
06/05/2024 0.31% 97.90 % 98.20 % 500,000 500,000 500,000 500,000 490,494 CHF 491,994 CHF 100.00% 100.00%
03/05/2024 0.31% 96.90 % 97.20 % 500,000 500,000 500,000 499,575 481,526 CHF 482,617 CHF 99.53% 99.53%
02/05/2024 0.31% 96.30 % 96.60 % 500,000 500,000 500,000 500,000 481,976 CHF 483,476 CHF 100.00% 100.00%

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