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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 | 1.61% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,368 CHF | 44,071 CHF | 99.68% | 99.68% |
| 12/07/2024 | 1.47% | 0.88 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,546 CHF | 47,231 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.36% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,058 CHF | 49,729 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.23% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,262 CHF | 52,912 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.24% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,142 CHF | 52,795 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.32% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,364 CHF | 53,058 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.25% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,737 CHF | 55,428 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.17% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,419 CHF | 59,108 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.17% | 1.21 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,858 CHF | 60,563 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.01% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,994 CHF | 65,651 CHF | 100.00% | 100.00% |
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