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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 | 0.80% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 36,904 | 36,904 | 57,376 CHF | 57,808 CHF | 94.83% | 94.83% |
| 12/07/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,396 CHF | 75,896 CHF | 83.96% | 83.96% |
| 11/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,131 CHF | 76,631 CHF | 86.33% | 86.33% |
| 10/07/2024 | 0.62% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,188 CHF | 80,688 CHF | 99.97% | 99.97% |
| 09/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,907 CHF | 83,407 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,716 CHF | 82,216 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,323 CHF | 83,823 CHF | 98.87% | 98.87% |
| 04/07/2024 | 0.93% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 45,919 CHF | 46,336 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.97% | 1.70 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,802 CHF | 43,220 CHF | 98.28% | 98.28% |
| 02/07/2024 | 1.00% | 1.67 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,661 CHF | 43,089 CHF | 99.99% | 99.99% |
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