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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 | 1.83% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 37,030 | 37,030 | 43,472 CHF | 44,209 CHF | 93.83% | 93.83% |
| 12/07/2024 | 1.42% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,494 CHF | 57,302 CHF | 81.73% | 81.73% |
| 11/07/2024 | 1.46% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,228 CHF | 58,067 CHF | 83.80% | 83.80% |
| 10/07/2024 | 1.32% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,085 CHF | 61,898 CHF | 98.55% | 98.55% |
| 09/07/2024 | 1.25% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,599 CHF | 64,400 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.31% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,446 CHF | 63,271 CHF | 99.56% | 99.56% |
| 05/07/2024 | 1.25% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,945 CHF | 64,750 CHF | 98.74% | 98.74% |
| 04/07/2024 | 1.94% | 1.34 CHF | 1.36 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 35,309 CHF | 35,981 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.96% | 1.31 CHF | 1.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,966 CHF | 33,620 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.99% | 1.28 CHF | 1.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,829 CHF | 33,489 CHF | 98.57% | 98.57% |
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