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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 | 1.35% | 1.14 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,374 CHF | 55,111 CHF | 97.05% | 97.05% |
| 12/07/2024 | 1.28% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,873 CHF | 56,592 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.22% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,046 CHF | 56,731 CHF | 98.67% | 98.67% |
| 10/07/2024 | 1.21% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,251 CHF | 59,976 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.26% | 1.19 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,306 CHF | 59,044 CHF | 99.99% | 99.99% |
| 08/07/2024 | 1.22% | 1.14 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,901 CHF | 56,586 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.20% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,743 CHF | 56,419 CHF | 98.87% | 98.87% |
| 04/07/2024 | 1.40% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 51,860 | 50,000 | 52,438 CHF | 51,312 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.28% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,039 CHF | 53,724 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.20% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,897 CHF | 55,560 CHF | 100.00% | 100.00% |
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