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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 | 0.91% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,903 CHF | 109,903 CHF | 99.75% | 99.75% |
| 12/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 110,069 CHF | 111,069 CHF | 98.93% | 98.93% |
| 11/07/2024 | 0.96% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 110,566 CHF | 111,570 CHF | 97.80% | 97.80% |
| 10/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,462 CHF | 114,462 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,814 CHF | 114,814 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,776 CHF | 115,776 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 113,429 CHF | 114,430 CHF | 98.90% | 98.90% |
| 04/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,892 CHF | 114,892 CHF | 92.06% | 92.06% |
| 03/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,262 CHF | 115,262 CHF | 99.40% | 99.40% |
| 02/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,076 CHF | 118,076 CHF | 100.00% | 100.00% |
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