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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,277 CHF | 56,777 CHF | 93.15% | 93.15% |
| 12/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,680 CHF | 55,180 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,345 CHF | 55,845 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,969 CHF | 56,469 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,987 CHF | 55,487 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,159 CHF | 55,659 CHF | 98.29% | 98.29% |
| 05/07/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,631 CHF | 56,131 CHF | 93.65% | 93.65% |
| 04/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,539 CHF | 56,039 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,315 CHF | 54,815 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,785 CHF | 52,285 CHF | 100.00% | 100.00% |
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