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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% | 1.15 CHF | 1.16 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 57,785 CHF | 23,314 CHF | 93.14% | 93.14% |
| 12/07/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 54,440 CHF | 21,976 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 55,882 CHF | 22,553 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 57,183 CHF | 23,073 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 55,180 CHF | 22,272 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 55,595 CHF | 22,438 CHF | 98.29% | 98.29% |
| 05/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 56,539 CHF | 22,816 CHF | 93.65% | 93.65% |
| 04/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 56,382 CHF | 22,753 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,941 CHF | 27,220 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 50,000 | 25,000 | 57,959 | 25,000 | 56,812 CHF | 24,772 CHF | 100.00% | 100.00% |
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