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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 | 1.02% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,136 CHF | 98,136 CHF | 99.68% | 99.68% |
| 12/07/2024 | 0.94% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,309 CHF | 80,059 CHF | 93.57% | 93.57% |
| 11/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,643 CHF | 84,393 CHF | 99.00% | 99.00% |
| 10/07/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,092 CHF | 90,842 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,902 CHF | 88,652 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,049 CHF | 89,799 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.87% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,060 CHF | 86,810 CHF | 98.97% | 98.97% |
| 04/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,011 CHF | 86,761 CHF | 99.48% | 99.48% |
| 03/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,254 CHF | 89,004 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,124 CHF | 94,874 CHF | 99.93% | 99.93% |
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