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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 | 0.98% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 53,406 | 50,000 | 53,896 CHF | 51,059 CHF | 99.73% | 99.73% |
| 12/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,452 CHF | 52,952 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.02% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,622 CHF | 54,170 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.01% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,030 CHF | 52,557 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.93% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,801 CHF | 54,301 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,178 CHF | 55,678 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 51,923 | 50,000 | 52,526 CHF | 51,164 CHF | 98.86% | 98.86% |
| 04/07/2024 | 1.08% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,171 CHF | 49,002 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.09% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,196 CHF | 48,183 CHF | 99.82% | 99.82% |
| 02/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,069 CHF | 47,224 CHF | 100.00% | 100.00% |
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