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 0.46% 107.29 % 107.79 % 500,000 500,000 500,000 500,000 537,420 CHF 539,920 CHF 100.00% 100.00%
15/05/2024 0.47% 107.12 % 107.62 % 500,000 500,000 500,000 500,000 536,078 CHF 538,578 CHF 100.00% 100.00%
14/05/2024 0.47% 107.01 % 107.51 % 500,000 500,000 500,000 500,000 532,614 CHF 535,114 CHF 98.54% 98.54%
13/05/2024 0.47% 106.51 % 107.01 % 500,000 500,000 500,000 500,000 530,589 CHF 533,089 CHF 87.03% 87.03%
10/05/2024 0.48% 104.94 % 105.44 % 500,000 500,000 500,000 500,000 523,028 CHF 525,528 CHF 100.00% 100.00%
08/05/2024 0.48% 103.79 % 104.29 % 500,000 500,000 500,000 500,000 519,803 CHF 522,303 CHF 100.00% 100.00%
07/05/2024 0.48% 104.82 % 105.32 % 500,000 500,000 500,000 500,000 524,862 CHF 527,362 CHF 98.86% 98.86%
06/05/2024 0.47% 105.55 % 106.05 % 500,000 500,000 500,000 500,000 526,258 CHF 528,758 CHF 100.00% 100.00%
03/05/2024 0.48% 104.98 % 105.48 % 500,000 500,000 500,000 500,000 524,645 CHF 527,145 CHF 100.00% 100.00%
02/05/2024 0.47% 105.27 % 105.77 % 500,000 500,000 500,000 500,000 526,714 CHF 529,214 CHF 100.00% 100.00%

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