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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 | 0.61% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,375 CHF | 82,875 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,451 CHF | 82,951 CHF | 98.47% | 98.47% |
| 11/07/2024 | - | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 10/07/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,083 CHF | 65,583 CHF | 99.80% | 99.80% |
| 09/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,163 CHF | 66,663 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,521 CHF | 68,021 CHF | 98.99% | 98.99% |
| 05/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,000 CHF | 69,500 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,930 CHF | 69,430 CHF | 98.17% | 98.17% |
| 03/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,947 CHF | 70,447 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,064 CHF | 72,564 CHF | 100.00% | 100.00% |
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