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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 | 1.22% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,429 CHF | 58,132 CHF | 99.68% | 99.68% |
| 12/07/2024 | 1.31% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,322 CHF | 55,038 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.22% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,842 CHF | 52,476 CHF | 99.08% | 99.08% |
| 10/07/2024 | 1.43% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,614 CHF | 49,315 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.59% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,832 CHF | 49,612 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.49% | 0.95 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,636 CHF | 49,365 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.51% | 0.93 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,263 CHF | 46,965 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.64% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,686 CHF | 43,392 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.46% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,289 CHF | 41,894 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.81% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,116 CHF | 36,775 CHF | 100.00% | 100.00% |
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