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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 | 0.51% | 1.87 CHF | 1.88 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 58,316 CHF | 39,077 CHF | 97.09% | 97.09% |
| 12/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,137 CHF | 19,813 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 59,605 CHF | 39,936 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 57,770 CHF | 38,714 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 59,527 CHF | 39,885 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.49% | 1.96 CHF | 1.97 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 60,894 CHF | 20,398 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 61,704 CHF | 41,336 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 58,283 CHF | 39,055 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,417 CHF | 36,478 CHF | 82.74% | 82.74% |
| 02/07/2024 | 0.59% | 1.75 CHF | 1.76 CHF | 30,000 | 20,000 | 33,329 | 20,000 | 55,885 CHF | 33,811 CHF | 99.14% | 99.14% |
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