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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 | 2.04% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,784 CHF | 36,520 CHF | 99.68% | 99.68% |
| 12/07/2024 | 1.82% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,962 CHF | 39,678 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.52% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,524 CHF | 42,158 CHF | 99.08% | 99.08% |
| 10/07/2024 | 1.66% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,615 CHF | 45,362 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.56% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,468 CHF | 45,168 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.65% | 0.91 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,684 CHF | 45,424 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.47% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,110 CHF | 47,809 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.35% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,730 CHF | 51,419 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.30% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,175 CHF | 52,858 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.23% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,286 CHF | 57,994 CHF | 100.00% | 100.00% |
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