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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 | 0.77% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,208 CHF | 88,888 CHF | 97.10% | 97.10% |
| 12/07/2024 | 0.82% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,804 CHF | 87,520 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.77% | 1.77 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,694 CHF | 87,361 CHF | 99.00% | 99.00% |
| 10/07/2024 | 0.78% | 1.68 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,457 CHF | 84,112 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.87% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,456 CHF | 85,194 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.84% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,976 CHF | 87,714 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.82% | 1.73 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,365 CHF | 88,082 CHF | 98.87% | 98.87% |
| 04/07/2024 | 0.74% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,500 CHF | 93,188 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.79% | 1.82 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,088 CHF | 90,804 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.75% | 1.80 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,384 CHF | 89,051 CHF | 99.04% | 99.04% |
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