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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 | 1.04% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,530 CHF | 67,227 CHF | 96.83% | 96.83% |
| 12/07/2024 | 0.89% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,419 CHF | 64,997 CHF | 99.38% | 99.38% |
| 11/07/2024 | 0.89% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,188 CHF | 67,787 CHF | 98.57% | 98.57% |
| 10/07/2024 | 1.09% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,135 CHF | 72,926 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.00% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,412 CHF | 74,152 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.93% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,209 CHF | 73,890 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.01% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,277 CHF | 72,000 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.02% | 1.44 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,134 CHF | 72,872 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.12% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,352 CHF | 68,113 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.90% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,444 CHF | 60,988 CHF | 100.00% | 100.00% |
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