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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 | 0.97% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,060 | 50,000 | 51,359 CHF | 51,800 CHF | 98.73% | 98.73% |
| 12/07/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 55,266 | 50,000 | 55,084 CHF | 50,399 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,199 CHF | 72,949 CHF | 99.15% | 99.15% |
| 10/07/2024 | 1.09% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,461 CHF | 69,211 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.03% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,128 CHF | 72,878 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 59,285 | 50,000 | 57,899 CHF | 49,345 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,682 | 50,000 | 52,756 CHF | 52,580 CHF | 99.62% | 99.62% |
| 04/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,041 | 50,000 | 50,374 CHF | 50,834 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,740 CHF | 74,490 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,644 CHF | 47,703 CHF | 100.00% | 100.00% |
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