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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 | 1.02% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,208 CHF | 66,888 CHF | 97.09% | 97.09% |
| 12/07/2024 | 1.05% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,837 CHF | 65,520 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.98% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,718 CHF | 65,353 CHF | 98.73% | 98.73% |
| 10/07/2024 | 1.11% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,457 CHF | 62,145 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.15% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,528 CHF | 63,253 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.06% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,020 CHF | 65,714 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.09% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,399 CHF | 66,116 CHF | 98.87% | 98.87% |
| 04/07/2024 | 0.97% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,535 CHF | 71,223 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.02% | 1.38 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,168 CHF | 68,869 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.99% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,440 CHF | 67,103 CHF | 100.00% | 100.00% |
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