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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 | 0.63% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 63,561 CHF | 31,981 CHF | 97.09% | 97.09% |
| 12/07/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 40,000 | 10,000 | 37,257 | 10,000 | 60,072 CHF | 16,276 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.61% | 1.70 CHF | 1.71 CHF | 30,000 | 20,000 | 37,109 | 20,000 | 60,394 CHF | 32,870 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 62,828 CHF | 31,614 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 40,000 | 20,000 | 38,933 | 20,000 | 63,436 CHF | 32,811 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.59% | 1.61 CHF | 1.62 CHF | 40,000 | 10,000 | 32,175 | 10,000 | 53,841 CHF | 16,867 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 30,000 | 20,000 | 30,304 | 20,000 | 51,585 CHF | 34,255 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 63,501 CHF | 31,951 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 58,368 CHF | 29,384 CHF | 82.74% | 82.74% |
| 02/07/2024 | 0.75% | 1.40 CHF | 1.41 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 52,994 CHF | 26,697 CHF | 99.82% | 99.82% |
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