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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 | 0.74% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 36,904 | 36,904 | 65,946 CHF | 66,397 CHF | 94.82% | 94.82% |
| 12/07/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,019 CHF | 87,519 CHF | 83.95% | 83.95% |
| 11/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,730 CHF | 88,230 CHF | 86.33% | 86.33% |
| 10/07/2024 | 0.54% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,826 CHF | 92,326 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,496 CHF | 94,996 CHF | 99.24% | 99.24% |
| 08/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,306 CHF | 93,806 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,985 CHF | 95,485 CHF | 98.87% | 98.87% |
| 04/07/2024 | 0.83% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 52,140 CHF | 52,561 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.85% | 1.93 CHF | 1.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,601 CHF | 49,017 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.89% | 1.90 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,454 CHF | 48,888 CHF | 100.00% | 100.00% |
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