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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 | 0.79% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,675 CHF | 71,238 CHF | 99.72% | 99.72% |
| 12/07/2024 | 0.76% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,551 CHF | 73,105 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.87% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,670 CHF | 74,312 CHF | 99.09% | 99.09% |
| 10/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,227 CHF | 72,727 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,845 CHF | 74,368 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.74% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,263 CHF | 75,822 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,748 CHF | 71,248 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.84% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,502 CHF | 69,080 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.84% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,683 CHF | 68,256 CHF | 99.82% | 99.82% |
| 02/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,812 CHF | 67,312 CHF | 100.00% | 100.00% |
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