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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 | 1.47% | 1.40 CHF | 1.42 CHF | 50,000 | 50,000 | 37,029 | 37,029 | 52,118 CHF | 52,841 CHF | 93.84% | 93.84% |
| 12/07/2024 | 1.18% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,129 CHF | 68,940 CHF | 81.74% | 81.74% |
| 11/07/2024 | 1.15% | 1.38 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,892 CHF | 69,692 CHF | 83.44% | 83.44% |
| 10/07/2024 | 1.13% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,809 CHF | 73,633 CHF | 98.55% | 98.55% |
| 09/07/2024 | 1.09% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,399 CHF | 76,223 CHF | 99.90% | 99.90% |
| 08/07/2024 | 1.11% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,241 CHF | 75,069 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.08% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,764 CHF | 76,587 CHF | 98.87% | 98.87% |
| 04/07/2024 | 1.66% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 41,689 CHF | 42,368 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.67% | 1.55 CHF | 1.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,905 CHF | 39,558 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.71% | 1.52 CHF | 1.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,755 CHF | 39,423 CHF | 98.43% | 98.43% |
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