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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 | 0.64% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,389 CHF | 78,889 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,496 CHF | 77,996 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,863 CHF | 79,363 CHF | 71.56% | 71.56% |
| 10/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 49,990 | 77,088 CHF | 77,573 CHF | 99.38% | 99.38% |
| 09/07/2024 | 0.63% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 79,446 CHF | 79,944 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.58% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 49,889 | 85,332 CHF | 85,640 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.57% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 49,988 | 50,000 | 87,730 CHF | 88,253 CHF | 99.99% | 99.99% |
| 04/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,662 CHF | 87,162 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,044 CHF | 82,544 CHF | 99.99% | 99.99% |
| 02/07/2024 | 0.65% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,148 CHF | 77,648 CHF | 99.95% | 99.95% |
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