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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 | 1.09% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,238 CHF | 60,901 CHF | 98.61% | 98.61% |
| 12/07/2024 | 1.24% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,997 CHF | 58,719 CHF | 99.38% | 99.38% |
| 11/07/2024 | 0.99% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,938 CHF | 61,544 CHF | 98.84% | 98.84% |
| 10/07/2024 | 0.81% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,926 CHF | 66,460 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.13% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,152 CHF | 67,912 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.15% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,890 CHF | 67,663 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.19% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,000 CHF | 65,777 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.15% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,872 CHF | 66,634 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.20% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,113 CHF | 61,852 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.11% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,145 CHF | 54,749 CHF | 100.00% | 100.00% |
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