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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 | 0.67% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,126 CHF | 101,802 CHF | 97.06% | 97.06% |
| 12/07/2024 | 0.68% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,728 CHF | 100,408 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.70% | 2.03 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,587 CHF | 100,283 CHF | 99.09% | 99.09% |
| 10/07/2024 | 0.67% | 1.94 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,375 CHF | 97,024 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.71% | 1.92 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,370 CHF | 98,060 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.71% | 1.97 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,889 CHF | 100,599 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.71% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,257 CHF | 100,975 CHF | 98.87% | 98.87% |
| 04/07/2024 | 0.67% | 2.12 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,403 CHF | 106,107 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.70% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,987 CHF | 103,706 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.71% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,215 CHF | 101,940 CHF | 100.00% | 100.00% |
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