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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 | 0.59% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,220 CHF | 85,720 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,537 CHF | 87,037 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.59% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,319 CHF | 85,819 CHF | 71.53% | 71.53% |
| 10/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,611 CHF | 88,111 CHF | 99.38% | 99.38% |
| 09/07/2024 | 0.58% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,309 CHF | 85,809 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,112 CHF | 79,612 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.64% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,753 CHF | 78,253 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,438 CHF | 79,938 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,547 CHF | 85,047 CHF | 99.99% | 99.99% |
| 02/07/2024 | 0.56% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,765 CHF | 90,265 CHF | 99.94% | 99.94% |
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