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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 | 2.64% | 0.50 CHF | 0.51 CHF | 750,000 | 750,000 | 750,000 | 749,997 | 295,449 CHF | 302,948 CHF | 99.10% | 99.10% |
| 12/07/2024 | 2.11% | 0.19 CHF | 0.20 CHF | 750,000 | 750,000 | 750,000 | 749,984 | 382,724 CHF | 390,218 CHF | 95.40% | 95.40% |
| 11/07/2024 | 1.43% | 0.61 CHF | 0.62 CHF | 750,000 | 750,000 | 735,960 | 735,960 | 573,695 CHF | 581,140 CHF | 99.65% | 99.65% |
| 10/07/2024 | 0.98% | 0.90 CHF | 0.91 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 767,565 CHF | 775,065 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.03% | 1.23 CHF | 1.24 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 735,694 CHF | 743,194 CHF | 99.99% | 99.99% |
| 08/07/2024 | 1.57% | 0.75 CHF | 0.76 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 478,082 CHF | 485,582 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.74% | 0.79 CHF | 0.80 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 440,484 CHF | 447,984 CHF | 99.82% | 99.82% |
| 04/07/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 628,998 CHF | 636,498 CHF | 99.94% | 99.94% |
| 03/07/2024 | 0.94% | 0.94 CHF | 0.95 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 797,119 CHF | 804,619 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.69% | 1.38 CHF | 1.39 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 1,085,450 CHF | 1,092,950 CHF | 99.98% | 99.98% |
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