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 0.54% 92.75 % 93.25 % 500,000 500,000 500,000 500,000 465,815 CHF 468,315 CHF 98.31% 98.31%
15/05/2024 0.53% 92.95 % 93.45 % 500,000 500,000 500,000 500,000 468,010 CHF 470,510 CHF 97.53% 97.53%
14/05/2024 0.53% 93.49 % 93.99 % 500,000 500,000 500,000 500,000 466,281 CHF 468,781 CHF 16.38% 16.38%
13/05/2024 0.54% 93.28 % 93.78 % 500,000 500,000 500,000 500,000 460,839 CHF 463,339 CHF 87.03% 87.03%
10/05/2024 0.56% 89.54 % 90.04 % 500,000 500,000 500,000 500,000 445,647 CHF 448,147 CHF 100.00% 100.00%
08/05/2024 0.56% 88.90 % 89.40 % 500,000 500,000 500,000 500,000 445,395 CHF 447,895 CHF 100.00% 100.00%
07/05/2024 0.55% 90.25 % 90.75 % 500,000 500,000 500,000 500,000 453,053 CHF 455,553 CHF 98.86% 98.86%
06/05/2024 0.54% 91.98 % 92.48 % 500,000 500,000 500,000 500,000 457,583 CHF 460,083 CHF 77.98% 77.98%
03/05/2024 0.55% 91.37 % 91.87 % 500,000 500,000 500,000 500,000 456,824 CHF 459,324 CHF 100.00% 100.00%
02/05/2024 0.54% 92.43 % 92.93 % 500,000 500,000 500,000 500,000 463,055 CHF 465,555 CHF 100.00% 100.00%

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