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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 | 0.70% | 1.84 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,958 CHF | 95,626 CHF | 97.04% | 97.04% |
| 12/07/2024 | 0.73% | 1.91 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,566 CHF | 94,254 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.78% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,383 CHF | 94,117 CHF | 98.33% | 98.33% |
| 10/07/2024 | 0.81% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,145 CHF | 90,875 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.72% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,253 CHF | 91,912 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.70% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,760 CHF | 94,414 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.71% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,116 CHF | 94,785 CHF | 98.87% | 98.87% |
| 04/07/2024 | 0.72% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,223 CHF | 99,943 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.70% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,869 CHF | 97,554 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.75% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,074 CHF | 95,792 CHF | 100.00% | 100.00% |
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