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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 | 1.04% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,178 CHF | 48,148 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,036 CHF | 48,863 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 57,666 | 50,000 | 56,988 CHF | 49,937 CHF | 99.08% | 99.08% |
| 10/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,085 CHF | 48,071 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,093 CHF | 46,411 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,000 CHF | 48,000 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,636 CHF | 46,863 CHF | 98.86% | 98.86% |
| 04/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,121 CHF | 46,434 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,257 CHF | 44,047 CHF | 99.82% | 99.82% |
| 02/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,381 CHF | 44,150 CHF | 100.00% | 100.00% |
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