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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 | 2.70% | 1.05 CHF | 1.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 21,950 CHF | 22,550 CHF | 99.99% | 99.99% |
| 12/07/2024 | 2.99% | 1.08 CHF | 1.11 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 19,787 CHF | 20,387 CHF | 100.00% | 100.00% |
| 11/07/2024 | 3.06% | 0.98 CHF | 1.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 19,291 CHF | 19,891 CHF | 99.96% | 99.99% |
| 10/07/2024 | 3.26% | 0.93 CHF | 0.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 18,111 CHF | 18,711 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.36% | 0.89 CHF | 0.92 CHF | 20,000 | 20,000 | 19,935 | 19,935 | 17,631 CHF | 18,231 CHF | 99.99% | 99.99% |
| 08/07/2024 | 3.40% | 0.87 CHF | 0.90 CHF | 20,000 | 20,000 | 19,965 | 19,965 | 17,400 CHF | 18,000 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.23% | 0.92 CHF | 0.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 18,257 CHF | 18,857 CHF | 100.00% | 100.00% |
| 04/07/2024 | 3.52% | 0.87 CHF | 0.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 16,739 CHF | 17,339 CHF | 100.00% | 100.00% |
| 03/07/2024 | 4.16% | 0.76 CHF | 0.79 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,151 CHF | 14,751 CHF | 100.00% | 100.00% |
| 02/07/2024 | 4.67% | 0.69 CHF | 0.72 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 12,583 CHF | 13,183 CHF | 100.00% | 100.00% |
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