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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 | 1.28% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,201 CHF | 54,901 CHF | 98.61% | 98.61% |
| 12/07/2024 | 1.24% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,997 CHF | 52,647 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.35% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,786 CHF | 55,531 CHF | 98.57% | 98.57% |
| 10/07/2024 | 0.89% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,926 CHF | 60,460 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.91% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,152 CHF | 61,712 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.26% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,890 CHF | 61,663 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.24% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,000 CHF | 59,736 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.10% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,872 CHF | 60,532 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.22% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,113 CHF | 55,790 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.57% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 59,884 | 50,000 | 57,470 CHF | 48,749 CHF | 100.00% | 100.00% |
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