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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 | 0.73% | 1.44 CHF | 1.45 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 54,645 CHF | 27,523 CHF | 97.09% | 97.09% |
| 12/07/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 40,000 | 10,000 | 40,012 | 10,000 | 53,755 CHF | 13,535 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.75% | 1.26 CHF | 1.27 CHF | 40,000 | 20,000 | 41,332 | 20,000 | 54,667 CHF | 26,713 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,572 CHF | 27,986 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 53,209 CHF | 26,805 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.77% | 1.36 CHF | 1.37 CHF | 40,000 | 10,000 | 40,759 | 10,000 | 52,451 CHF | 12,978 CHF | 99.97% | 99.97% |
| 05/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 40,000 | 20,000 | 42,217 | 20,000 | 53,275 CHF | 25,464 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 54,740 CHF | 27,570 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,212 CHF | 30,306 CHF | 82.74% | 82.74% |
| 02/07/2024 | 0.61% | 1.56 CHF | 1.57 CHF | 40,000 | 20,000 | 37,795 | 20,000 | 61,779 CHF | 32,945 CHF | 99.85% | 99.85% |
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