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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 | 1.00% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,495 CHF | 100,495 CHF | 99.75% | 99.75% |
| 12/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 98,957 CHF | 99,957 CHF | 98.93% | 98.93% |
| 11/07/2024 | 1.09% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 96,978 CHF | 97,982 CHF | 97.80% | 97.80% |
| 10/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,716 CHF | 97,716 CHF | 99.99% | 99.99% |
| 09/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,928 CHF | 97,928 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,264 CHF | 100,264 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 97,317 CHF | 98,317 CHF | 98.87% | 98.87% |
| 04/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,375 CHF | 96,375 CHF | 98.40% | 98.40% |
| 03/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,413 CHF | 94,413 CHF | 99.42% | 99.42% |
| 02/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,243 CHF | 93,243 CHF | 99.98% | 99.98% |
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