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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 | 1.56% | 1.96 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,959 CHF | 99,495 CHF | 98.73% | 98.73% |
| 12/07/2024 | 1.63% | 1.92 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,396 CHF | 94,934 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.68% | 1.84 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,706 CHF | 91,224 CHF | 94.89% | 94.89% |
| 10/07/2024 | 1.77% | 1.71 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,382 CHF | 85,890 CHF | 99.22% | 99.22% |
| 09/07/2024 | 2.21% | 1.71 CHF | 1.75 CHF | 25,000 | 25,000 | 26,552 | 26,552 | 46,918 CHF | 47,950 CHF | 97.84% | 97.84% |
| 08/07/2024 | 1.24% | 1.77 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,110 CHF | 89,211 CHF | 98.23% | 98.23% |
| 05/07/2024 | 1.29% | 1.64 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,985 CHF | 86,087 CHF | 99.55% | 99.55% |
| 04/07/2024 | 1.31% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,564 CHF | 84,668 CHF | 98.25% | 98.25% |
| 03/07/2024 | 1.39% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,182 CHF | 79,272 CHF | 97.40% | 97.40% |
| 02/07/2024 | 1.49% | 1.50 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,809 CHF | 73,900 CHF | 93.48% | 93.48% |
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