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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 | 1.45% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 59,365 | 50,000 | 56,968 CHF | 48,701 CHF | 98.60% | 98.60% |
| 12/07/2024 | 1.25% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,103 CHF | 46,497 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.51% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 57,065 | 50,000 | 55,475 CHF | 49,441 CHF | 99.16% | 99.16% |
| 10/07/2024 | 1.46% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,635 CHF | 54,426 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.21% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,981 CHF | 55,652 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.24% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,709 CHF | 55,390 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.09% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,919 CHF | 53,500 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.04% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,810 CHF | 54,372 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.14% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 55,559 | 50,000 | 54,382 CHF | 49,613 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.29% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 64,814 | 50,000 | 54,283 CHF | 42,488 CHF | 100.00% | 100.00% |
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