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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 | 2.68% | 1.21 CHF | 1.24 CHF | 25,000 | 25,000 | 26,377 | 26,377 | 31,774 CHF | 32,624 CHF | 98.73% | 98.73% |
| 12/07/2024 | 2.03% | 1.18 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,320 CHF | 58,495 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.90% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,973 CHF | 61,123 CHF | 99.15% | 99.15% |
| 10/07/2024 | 1.97% | 1.19 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,598 CHF | 58,743 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.82% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,488 CHF | 62,617 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.90% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,614 CHF | 60,759 CHF | 99.84% | 99.84% |
| 05/07/2024 | 1.87% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,606 CHF | 60,729 CHF | 57.32% | 57.32% |
| 04/07/2024 | 2.01% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,723 CHF | 59,912 CHF | 71.51% | 71.51% |
| 03/07/2024 | 1.97% | 1.15 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,194 CHF | 59,350 CHF | 66.98% | 66.98% |
| 02/07/2024 | 2.00% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,597 CHF | 56,722 CHF | 96.26% | 96.26% |
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