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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 | 1.33% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,805 CHF | 53,514 CHF | 98.73% | 98.73% |
| 12/07/2024 | 1.33% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,888 CHF | 51,569 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.24% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,922 CHF | 55,605 CHF | 98.93% | 98.93% |
| 10/07/2024 | 1.27% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,184 CHF | 53,864 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.10% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,630 CHF | 54,226 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.18% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,968 CHF | 53,595 CHF | 99.79% | 99.79% |
| 05/07/2024 | 1.04% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,801 CHF | 60,426 CHF | 99.33% | 99.33% |
| 04/07/2024 | 1.11% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,744 CHF | 64,457 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.08% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,061 CHF | 63,743 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.08% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,895 CHF | 59,535 CHF | 99.59% | 99.59% |
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