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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 | 0.57% | 1.83 CHF | 1.84 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 52,511 CHF | 35,207 CHF | 97.10% | 97.10% |
| 12/07/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 30,000 | 10,000 | 32,179 | 10,000 | 55,435 CHF | 17,379 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.58% | 1.64 CHF | 1.65 CHF | 40,000 | 20,000 | 32,543 | 20,000 | 55,417 CHF | 34,388 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,207 CHF | 35,672 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 30,000 | 20,000 | 30,077 | 20,000 | 51,571 CHF | 34,496 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 30,000 | 10,000 | 34,987 | 10,000 | 58,352 CHF | 16,810 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40,000 | 20,000 | 37,789 | 20,000 | 62,185 CHF | 33,146 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 52,559 CHF | 35,239 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 56,647 CHF | 37,964 CHF | 82.74% | 82.74% |
| 02/07/2024 | 0.49% | 1.95 CHF | 1.96 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 60,681 CHF | 40,654 CHF | 99.76% | 99.76% |
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