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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 | 0.86% | 1.14 CHF | 1.15 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,998 CHF | 29,249 CHF | 97.09% | 97.09% |
| 12/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,142 CHF | 29,321 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,765 CHF | 30,133 CHF | 99.09% | 99.09% |
| 10/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,828 CHF | 29,664 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,537 CHF | 30,018 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 61,380 CHF | 30,940 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 40,000 | 25,000 | 44,460 | 25,000 | 55,277 CHF | 31,352 CHF | 61.81% | 61.81% |
| 04/07/2024 | 1.29% | 1.20 CHF | 1.21 CHF | 50,000 | 25,000 | 15,289 | 13,430 | 18,216 CHF | 16,205 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.49% | 1.22 CHF | 1.23 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 15,203 CHF | 15,431 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.46% | 1.18 CHF | 1.20 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 14,602 CHF | 14,816 CHF | 100.00% | 100.00% |
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