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% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,431 CHF 502,931 CHF 99.38% 99.38%
15/05/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,626 CHF 503,126 CHF 99.38% 99.38%
14/05/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 497,709 CHF 500,209 CHF 99.37% 99.37%
13/05/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 499,081 CHF 501,581 CHF 98.65% 98.65%
10/05/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 499,942 CHF 502,442 CHF 99.37% 99.37%
08/05/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 498,071 CHF 500,571 CHF 99.37% 99.37%
07/05/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,867 CHF 501,367 CHF 99.37% 99.37%
06/05/2024 0.50% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 496,464 CHF 498,964 CHF 99.37% 99.37%
03/05/2024 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 492,885 CHF 495,385 CHF 99.37% 99.37%
02/05/2024 0.51% 98.10 % 98.60 % 500,000 500,000 500,000 500,000 491,773 CHF 494,273 CHF 99.38% 99.38%

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