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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 | 2.11% | 1.12 CHF | 1.14 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 57,207 CHF | 23,372 CHF | 97.10% | 97.10% |
| 12/07/2024 | 2.08% | 1.20 CHF | 1.22 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 57,024 CHF | 23,289 CHF | 72.07% | 72.07% |
| 11/07/2024 | 1.76% | 1.34 CHF | 1.36 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 54,448 CHF | 13,854 CHF | 92.63% | 92.63% |
| 10/07/2024 | 1.66% | 1.44 CHF | 1.46 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 56,140 CHF | 14,270 CHF | 72.28% | 72.28% |
| 09/07/2024 | 1.93% | 1.39 CHF | 1.41 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 55,915 CHF | 14,252 CHF | 96.15% | 96.15% |
| 08/07/2024 | 1.66% | 1.36 CHF | 1.38 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 54,927 CHF | 27,922 CHF | 90.19% | 90.19% |
| 05/07/2024 | 1.94% | 1.34 CHF | 1.37 CHF | 40,000 | 20,000 | 39,710 | 19,903 | 53,415 CHF | 27,296 CHF | 98.87% | 98.87% |
| 04/07/2024 | 1.70% | 1.33 CHF | 1.35 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 53,124 CHF | 27,017 CHF | 99.56% | 99.56% |
| 03/07/2024 | 1.76% | 1.30 CHF | 1.32 CHF | 40,000 | 20,000 | 40,032 | 20,000 | 52,067 CHF | 26,477 CHF | 95.00% | 95.00% |
| 02/07/2024 | 1.93% | 1.17 CHF | 1.20 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 57,375 CHF | 23,398 CHF | 92.97% | 92.97% |
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