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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 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,861 CHF | 75,361 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,697 CHF | 68,197 CHF | 98.43% | 98.43% |
| 11/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,982 CHF | 71,482 CHF | 99.60% | 99.60% |
| 10/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,574 CHF | 74,074 CHF | 99.79% | 99.79% |
| 09/07/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,483 CHF | 69,983 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,775 CHF | 70,275 CHF | 98.99% | 98.99% |
| 05/07/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,996 CHF | 72,496 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,519 CHF | 72,019 CHF | 98.16% | 98.16% |
| 03/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,643 CHF | 67,143 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,981 CHF | 57,481 CHF | 99.93% | 99.93% |
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