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
24/05/2024 0.78% 101.80 % 102.60 % 500,000 500,000 500,000 500,000 507,911 CHF 511,911 CHF 100.00% 100.00%
23/05/2024 0.78% 102.30 % 103.10 % 500,000 500,000 500,000 500,000 510,784 CHF 514,797 CHF 100.00% 100.00%
22/05/2024 0.99% 100.90 % 101.90 % 500,000 500,000 500,000 500,000 503,513 CHF 508,513 CHF 100.00% 100.00%
21/05/2024 0.79% 100.50 % 101.30 % 500,000 500,000 500,000 500,000 504,169 CHF 508,169 CHF 97.17% 97.17%
17/05/2024 0.79% 100.40 % 101.20 % 500,000 500,000 500,000 500,000 502,744 CHF 506,744 CHF 100.00% 100.00%
16/05/2024 0.79% 100.70 % 101.50 % 500,000 500,000 500,000 500,000 504,069 CHF 508,069 CHF 99.50% 99.50%
15/05/2024 0.79% 101.00 % 101.80 % 500,000 500,000 500,000 500,000 501,214 CHF 505,214 CHF 99.43% 99.43%
14/05/2024 0.80% 99.40 % 100.20 % 500,000 500,000 500,000 500,000 498,166 CHF 502,166 CHF 98.89% 98.89%
13/05/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 497,780 CHF 501,780 CHF 100.00% 100.00%
10/05/2024 0.80% 100.20 % 101.00 % 500,000 500,000 500,000 500,000 499,519 CHF 503,519 CHF 100.00% 100.00%

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