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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 | 0.80% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,497 CHF | 75,099 CHF | 98.60% | 98.60% |
| 12/07/2024 | 0.84% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,853 CHF | 77,503 CHF | 99.38% | 99.38% |
| 11/07/2024 | 0.86% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,060 CHF | 74,703 CHF | 99.00% | 99.00% |
| 10/07/2024 | 1.14% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,074 CHF | 69,865 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.08% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,848 CHF | 68,588 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.06% | 1.38 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,110 CHF | 68,837 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.77% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,220 CHF | 70,765 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.09% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,366 CHF | 70,128 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.76% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,148 CHF | 74,711 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.93% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,251 CHF | 82,012 CHF | 100.00% | 100.00% |
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