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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 | 0.92% | 1.27 CHF | 1.28 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 51,794 CHF | 32,670 CHF | 87.80% | 87.80% |
| 12/07/2024 | 0.93% | 1.34 CHF | 1.35 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 51,661 CHF | 32,591 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.97% | 1.28 CHF | 1.29 CHF | 40,000 | 25,000 | 48,477 | 25,000 | 58,317 CHF | 30,412 CHF | 98.95% | 98.95% |
| 10/07/2024 | 1.05% | 1.12 CHF | 1.13 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,424 CHF | 29,013 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.98% | 1.21 CHF | 1.22 CHF | 50,000 | 25,000 | 44,345 | 25,000 | 55,288 CHF | 31,544 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.96% | 1.24 CHF | 1.25 CHF | 50,000 | 25,000 | 44,642 | 25,000 | 55,604 CHF | 31,489 CHF | 99.87% | 99.87% |
| 05/07/2024 | 0.98% | 1.19 CHF | 1.20 CHF | 50,000 | 25,000 | 48,336 | 25,000 | 59,221 CHF | 30,954 CHF | 98.81% | 98.81% |
| 04/07/2024 | 0.97% | 1.27 CHF | 1.28 CHF | 40,000 | 25,000 | 48,212 | 25,000 | 59,090 CHF | 30,963 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.98% | 1.15 CHF | 1.16 CHF | 50,000 | 25,000 | 44,977 | 25,000 | 54,907 CHF | 30,923 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.03% | 1.20 CHF | 1.21 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,354 CHF | 28,975 CHF | 100.00% | 100.00% |
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