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 0.32% 96.70 % 97.01 % 500,000 500,000 500,000 500,000 484,308 CHF 485,858 CHF 99.62% 99.62%
15/05/2024 0.32% 96.10 % 96.41 % 500,000 500,000 500,000 500,000 482,801 CHF 484,351 CHF 99.43% 99.43%
14/05/2024 0.32% 96.30 % 96.61 % 500,000 500,000 500,000 499,906 477,281 CHF 478,741 CHF 98.93% 98.93%
13/05/2024 0.33% 95.90 % 96.21 % 500,000 500,000 500,000 499,989 475,797 CHF 477,336 CHF 100.00% 100.00%
10/05/2024 0.33% 93.70 % 94.01 % 500,000 500,000 500,000 500,000 467,158 CHF 468,708 CHF 100.00% 100.00%
08/05/2024 0.33% 92.90 % 93.21 % 500,000 500,000 500,000 500,000 464,676 CHF 466,226 CHF 98.26% 98.26%
07/05/2024 0.33% 93.50 % 93.81 % 500,000 500,000 500,000 500,000 469,243 CHF 470,789 CHF 97.95% 97.95%
06/05/2024 0.33% 94.80 % 95.11 % 500,000 500,000 500,000 500,000 472,322 CHF 473,872 CHF 100.00% 100.00%
03/05/2024 0.33% 94.30 % 94.61 % 500,000 500,000 500,000 500,000 471,179 CHF 472,721 CHF 100.00% 100.00%
02/05/2024 0.33% 95.00 % 95.31 % 500,000 500,000 500,000 500,000 475,055 CHF 476,602 CHF 100.00% 100.00%

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