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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 | 1.18% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,959 CHF | 56,626 CHF | 97.06% | 97.06% |
| 12/07/2024 | 1.25% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,566 CHF | 55,254 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.34% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,398 CHF | 55,133 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.33% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,249 CHF | 51,936 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.18% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,290 CHF | 52,912 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.19% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,760 CHF | 55,414 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.24% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,176 CHF | 55,865 CHF | 98.87% | 98.87% |
| 04/07/2024 | 1.16% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,296 CHF | 61,000 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.18% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,899 CHF | 58,588 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.29% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,103 CHF | 56,833 CHF | 100.00% | 100.00% |
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