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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 | 0.58% | 1.63 CHF | 1.64 CHF | 40,000 | 20,000 | 31,023 | 20,000 | 52,966 CHF | 34,393 CHF | 97.10% | 97.10% |
| 12/07/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 30,000 | 10,000 | 31,756 | 10,000 | 54,994 CHF | 17,476 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 52,595 CHF | 35,263 CHF | 98.77% | 98.77% |
| 10/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 30,000 | 20,000 | 32,234 | 20,000 | 54,452 CHF | 34,034 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 52,552 CHF | 35,235 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.55% | 1.73 CHF | 1.74 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 53,924 CHF | 18,075 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,682 CHF | 36,655 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 30,000 | 20,000 | 30,043 | 20,000 | 51,297 CHF | 34,351 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 63,211 CHF | 31,805 CHF | 82.74% | 82.74% |
| 02/07/2024 | 0.69% | 1.52 CHF | 1.53 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,799 CHF | 29,099 CHF | 100.00% | 100.00% |
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