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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 | 1.81% | 0.45 CHF | 0.46 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 247,507 CHF | 252,007 CHF | 99.99% | 99.99% |
| 12/07/2024 | 1.15% | 0.67 CHF | 0.68 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 391,844 CHF | 396,344 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.02% | 0.88 CHF | 0.89 CHF | 450,000 | 450,000 | 449,678 | 449,678 | 439,549 CHF | 444,049 CHF | 99.86% | 99.86% |
| 10/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 601,750 CHF | 606,250 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 587,494 CHF | 591,994 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.81% | 1.16 CHF | 1.17 CHF | 450,000 | 450,000 | 449,966 | 449,966 | 551,656 CHF | 556,156 CHF | 98.24% | 98.24% |
| 05/07/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 604,787 CHF | 609,287 CHF | 99.93% | 99.93% |
| 04/07/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 225,000 | 225,000 | 400,843 | 400,843 | 513,374 CHF | 517,382 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.77% | 1.36 CHF | 1.37 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 583,510 CHF | 588,010 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.64% | 1.48 CHF | 1.49 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 700,084 CHF | 704,584 CHF | 100.00% | 100.00% |
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