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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 | 0.99% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,806 CHF | 56,359 CHF | 99.73% | 99.73% |
| 12/07/2024 | 0.97% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,558 CHF | 54,080 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.02% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 56,594 | 50,000 | 56,516 CHF | 50,557 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,710 CHF | 48,608 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.99% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 53,452 | 50,000 | 54,949 CHF | 52,118 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.05% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,792 CHF | 52,337 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,318 | 50,000 | 52,979 CHF | 53,168 CHF | 98.86% | 98.86% |
| 04/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 58,968 | 50,000 | 57,759 CHF | 49,494 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,334 CHF | 44,945 CHF | 99.82% | 99.82% |
| 02/07/2024 | 1.21% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 65,968 | 50,000 | 54,266 CHF | 41,688 CHF | 93.27% | 93.27% |
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