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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 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,372 CHF | 54,872 CHF | 99.39% | 99.39% |
| 12/07/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,756 CHF | 53,256 CHF | 99.08% | 99.08% |
| 11/07/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 51,502 | 51,502 | 51,899 CHF | 52,414 CHF | 85.73% | 85.73% |
| 10/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,040 CHF | 72,790 CHF | 95.48% | 95.48% |
| 09/07/2024 | 0.99% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 57,827 | 57,827 | 57,803 CHF | 58,381 CHF | 99.05% | 99.05% |
| 08/07/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 56,672 | 56,672 | 56,787 CHF | 57,354 CHF | 99.22% | 99.22% |
| 05/07/2024 | 0.98% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 54,758 | 54,758 | 55,217 CHF | 55,764 CHF | 99.39% | 99.39% |
| 04/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,856 CHF | 73,606 CHF | 99.39% | 99.39% |
| 03/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,108 CHF | 69,858 CHF | 98.62% | 98.62% |
| 02/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,851 CHF | 64,601 CHF | 99.06% | 99.06% |
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