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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 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,535 CHF | 69,035 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,600 CHF | 61,100 CHF | 98.42% | 98.42% |
| 11/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,054 CHF | 64,554 CHF | 99.67% | 99.67% |
| 10/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,247 CHF | 67,747 CHF | 99.80% | 99.80% |
| 09/07/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,629 CHF | 63,129 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,400 CHF | 63,900 CHF | 98.98% | 98.98% |
| 05/07/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,743 CHF | 66,243 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,109 CHF | 65,609 CHF | 98.16% | 98.16% |
| 03/07/2024 | 0.83% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,991 CHF | 60,491 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 60,708 | 60,708 | 59,942 CHF | 60,550 CHF | 99.93% | 99.93% |
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