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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 | 0.86% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,305 CHF | 58,805 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,523 CHF | 71,023 CHF | 99.68% | 99.68% |
| 11/07/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,465 CHF | 61,965 CHF | 86.32% | 86.32% |
| 10/07/2024 | 0.90% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,508 CHF | 56,008 CHF | 96.09% | 96.09% |
| 09/07/2024 | 0.87% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,444 CHF | 57,944 CHF | 99.66% | 99.66% |
| 08/07/2024 | 0.80% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,683 CHF | 63,183 CHF | 99.85% | 99.85% |
| 05/07/2024 | 0.69% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,865 CHF | 72,365 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,621 CHF | 68,121 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,678 CHF | 66,178 CHF | 99.25% | 99.25% |
| 02/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,981 CHF | 65,481 CHF | 99.65% | 99.65% |
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