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 0.50% 98.60 % 99.10 % 500,000 500,000 500,000 500,000 494,715 CHF 497,215 CHF 99.38% 99.38%
15/05/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 493,845 CHF 496,345 CHF 98.35% 98.35%
14/05/2024 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 491,663 CHF 494,163 CHF 99.38% 99.38%
13/05/2024 0.51% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 493,045 CHF 495,545 CHF 98.94% 98.94%
10/05/2024 0.51% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 492,632 CHF 495,132 CHF 99.37% 99.37%
08/05/2024 0.51% 97.80 % 98.30 % 500,000 500,000 500,000 500,000 489,678 CHF 492,178 CHF 99.36% 99.36%
07/05/2024 0.51% 97.70 % 98.20 % 500,000 500,000 500,000 500,000 487,643 CHF 490,143 CHF 94.75% 94.75%
06/05/2024 0.51% 97.60 % 98.10 % 500,000 500,000 500,000 500,000 486,927 CHF 489,427 CHF 99.37% 99.37%
03/05/2024 0.51% 97.05 % 97.55 % 500,000 500,000 500,000 500,000 484,248 CHF 486,748 CHF 99.38% 99.38%
02/05/2024 0.52% 96.50 % 97.00 % 500,000 500,000 500,000 500,000 481,949 CHF 484,449 CHF 99.37% 99.37%

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