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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 | 0.90% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,314 CHF | 79,023 CHF | 88.65% | 88.65% |
| 12/07/2024 | 0.91% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,198 CHF | 77,901 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.94% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,460 CHF | 75,166 CHF | 99.05% | 99.05% |
| 10/07/2024 | 0.98% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,228 CHF | 69,909 CHF | 99.36% | 99.36% |
| 09/07/2024 | 1.01% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,252 CHF | 66,928 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.96% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,858 CHF | 70,533 CHF | 98.15% | 98.15% |
| 05/07/2024 | 1.02% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,375 CHF | 70,084 CHF | 98.90% | 98.90% |
| 04/07/2024 | 0.95% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,377 CHF | 72,060 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.02% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,793 CHF | 68,489 CHF | 99.10% | 99.10% |
| 02/07/2024 | 1.07% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,376 CHF | 63,048 CHF | 100.00% | 100.00% |
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