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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 | 1.16% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,071 CHF | 46,428 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.07% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 58,509 | 50,000 | 56,352 CHF | 48,721 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 51,688 | 50,000 | 53,448 CHF | 52,302 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.01% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,729 CHF | 54,274 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.23% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 55,467 | 50,000 | 55,517 CHF | 50,882 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.08% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 53,098 | 50,000 | 53,182 CHF | 50,663 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.11% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 55,959 | 50,000 | 55,132 CHF | 49,917 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,031 CHF | 53,531 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.91% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,590 CHF | 58,118 CHF | 99.82% | 99.82% |
| 02/07/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,856 CHF | 61,356 CHF | 100.00% | 100.00% |
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