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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 | 0.98% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 36,905 | 36,905 | 51,320 CHF | 51,783 CHF | 94.81% | 94.81% |
| 12/07/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,250 CHF | 67,750 CHF | 83.95% | 83.95% |
| 11/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,972 CHF | 68,472 CHF | 86.34% | 86.34% |
| 10/07/2024 | 0.69% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,068 CHF | 72,568 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,761 CHF | 75,261 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,583 CHF | 74,083 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,198 CHF | 75,698 CHF | 98.87% | 98.87% |
| 04/07/2024 | 1.01% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 41,541 CHF | 41,952 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.06% | 1.54 CHF | 1.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,727 CHF | 39,140 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.08% | 1.51 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,592 CHF | 39,011 CHF | 99.75% | 99.75% |
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