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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 | 1.10% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,773 CHF | 63,470 CHF | 96.83% | 96.83% |
| 12/07/2024 | 1.18% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,081 CHF | 65,853 CHF | 99.38% | 99.38% |
| 11/07/2024 | 0.97% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,456 CHF | 63,061 CHF | 98.84% | 98.84% |
| 10/07/2024 | 0.92% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,540 CHF | 58,074 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.29% | 1.14 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,288 CHF | 57,019 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.25% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,576 CHF | 57,291 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.09% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,581 CHF | 59,224 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.16% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,690 CHF | 58,366 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.11% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,449 CHF | 63,148 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.00% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,556 CHF | 70,254 CHF | 100.00% | 100.00% |
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