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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 | 0.94% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,110 CHF | 107,110 CHF | 99.76% | 99.76% |
| 12/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 108,028 CHF | 109,028 CHF | 98.93% | 98.93% |
| 11/07/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 109,898 CHF | 110,903 CHF | 97.79% | 97.79% |
| 10/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,435 CHF | 115,435 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,687 CHF | 115,687 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,032 CHF | 114,032 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 114,410 CHF | 115,410 CHF | 98.80% | 98.80% |
| 04/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,030 CHF | 118,030 CHF | 99.17% | 99.17% |
| 03/07/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,954 CHF | 120,954 CHF | 99.36% | 99.36% |
| 02/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,467 CHF | 125,467 CHF | 100.00% | 100.00% |
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