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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 | 1.00% | 0.97 CHF | 0.98 CHF | 60,000 | 25,000 | 54,876 | 25,000 | 54,400 CHF | 25,063 CHF | 97.10% | 97.10% |
| 12/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 55,469 | 25,000 | 55,149 CHF | 25,134 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,428 CHF | 25,964 CHF | 99.09% | 99.09% |
| 10/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 50,403 CHF | 25,451 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,114 CHF | 25,807 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,961 CHF | 26,730 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,831 CHF | 27,165 CHF | 61.81% | 61.81% |
| 04/07/2024 | 1.60% | 1.03 CHF | 1.04 CHF | 50,000 | 25,000 | 15,289 | 13,430 | 15,666 CHF | 13,967 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.49% | 1.05 CHF | 1.07 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 13,130 CHF | 13,328 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.67% | 1.01 CHF | 1.03 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 12,504 CHF | 12,715 CHF | 100.00% | 100.00% |
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