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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 | 1.37% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 37,029 | 37,029 | 53,975 CHF | 54,669 CHF | 93.84% | 93.84% |
| 12/07/2024 | 1.14% | 1.46 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,846 CHF | 71,656 CHF | 81.73% | 81.73% |
| 11/07/2024 | 1.11% | 1.43 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,614 CHF | 72,414 CHF | 83.80% | 83.80% |
| 10/07/2024 | 1.14% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,243 CHF | 76,108 CHF | 98.55% | 98.55% |
| 09/07/2024 | 1.03% | 1.57 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,721 CHF | 78,527 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.06% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,669 CHF | 77,483 CHF | 99.97% | 99.97% |
| 05/07/2024 | 1.07% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,216 CHF | 79,055 CHF | 98.87% | 98.87% |
| 04/07/2024 | 1.60% | 1.62 CHF | 1.64 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 43,013 CHF | 43,689 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.63% | 1.60 CHF | 1.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,105 CHF | 40,765 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.64% | 1.57 CHF | 1.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,968 CHF | 40,630 CHF | 98.53% | 98.53% |
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