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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 | 0.51% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 197,321 CHF | 198,321 CHF | 98.07% | 98.07% |
| 12/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 192,237 CHF | 193,237 CHF | 98.94% | 98.94% |
| 11/07/2024 | 0.64% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 195,193 CHF | 196,447 CHF | 96.87% | 96.87% |
| 10/07/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 189,192 CHF | 190,192 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.56% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 193,150 CHF | 194,241 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.55% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 99,412 | 99,412 | 182,578 CHF | 183,578 CHF | 99.40% | 99.40% |
| 05/07/2024 | 1.23% | 1.70 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,491 CHF | 87,560 CHF | 99.52% | 99.52% |
| 04/07/2024 | 1.16% | 1.73 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,970 CHF | 86,970 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.31% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,556 CHF | 84,660 CHF | 99.72% | 99.72% |
| 02/07/2024 | 1.08% | 1.75 CHF | 1.77 CHF | 50,000 | 50,000 | 58,218 | 58,218 | 100,189 CHF | 101,189 CHF | 89.99% | 89.99% |
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