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 0.52% 95.03 % 95.53 % 500,000 500,000 500,000 500,000 476,407 CHF 478,907 CHF 99.92% 99.92%
15/05/2024 0.53% 94.86 % 95.36 % 500,000 500,000 500,000 500,000 473,405 CHF 475,905 CHF 98.96% 98.96%
14/05/2024 0.53% 93.89 % 94.39 % 500,000 500,000 500,000 500,000 473,508 CHF 476,008 CHF 99.66% 99.66%
13/05/2024 0.52% 94.39 % 94.89 % 500,000 500,000 500,000 500,000 475,606 CHF 478,106 CHF 85.23% 85.23%
10/05/2024 0.52% 95.98 % 96.48 % 500,000 500,000 500,000 500,000 481,876 CHF 484,376 CHF 98.56% 98.56%
08/05/2024 0.51% 96.80 % 97.30 % 500,000 500,000 500,000 500,000 488,563 CHF 491,063 CHF 97.37% 97.37%
07/05/2024 0.50% 100.28 % 100.78 % 500,000 500,000 500,000 500,000 503,286 CHF 505,786 CHF 100.00% 100.00%
06/05/2024 0.49% 101.41 % 101.91 % 500,000 500,000 500,000 500,000 508,119 CHF 510,619 CHF 100.00% 100.00%
03/05/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 498,157 CHF 500,657 CHF 99.80% 99.80%
02/05/2024 0.50% 99.63 % 100.13 % 500,000 500,000 500,000 500,000 498,089 CHF 500,589 CHF 100.00% 100.00%

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