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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 | 0.57% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,137 CHF | 87,637 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,576 CHF | 87,076 CHF | 98.41% | 98.41% |
| 11/07/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,797 CHF | 84,297 CHF | 99.88% | 99.88% |
| 10/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,301 CHF | 85,801 CHF | 99.77% | 99.77% |
| 09/07/2024 | 0.55% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,825 CHF | 91,325 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,453 CHF | 89,953 CHF | 98.97% | 98.97% |
| 05/07/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,119 CHF | 90,619 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,218 CHF | 85,718 CHF | 98.16% | 98.16% |
| 03/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,669 CHF | 83,169 CHF | 99.99% | 99.99% |
| 02/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,946 CHF | 64,446 CHF | 100.00% | 100.00% |
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