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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 | 1.13% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 37,029 | 37,029 | 38,786 CHF | 39,205 CHF | 93.83% | 93.83% |
| 12/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,172 | 50,000 | 50,691 CHF | 51,021 CHF | 81.73% | 81.73% |
| 11/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,191 CHF | 51,691 CHF | 83.80% | 83.80% |
| 10/07/2024 | 0.91% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,493 CHF | 54,993 CHF | 98.55% | 98.55% |
| 09/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,747 CHF | 57,247 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,763 CHF | 56,263 CHF | 99.97% | 99.97% |
| 05/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,165 CHF | 57,665 CHF | 98.87% | 98.87% |
| 04/07/2024 | 1.35% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 31,702 CHF | 32,121 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.40% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,582 CHF | 29,998 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.38% | 1.15 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,467 CHF | 29,877 CHF | 98.51% | 98.51% |
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