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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 | 1.75% | 1.73 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,000 CHF | 86,500 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.78% | 1.74 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,534 CHF | 85,034 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.49% | 1.89 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,090 CHF | 101,590 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.49% | 2.07 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,837 CHF | 101,337 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.70% | 1.76 CHF | 1.79 CHF | 60,000 | 60,000 | 59,851 | 59,851 | 105,225 CHF | 107,025 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.93% | 1.55 CHF | 1.58 CHF | 60,000 | 60,000 | 59,885 | 59,885 | 92,384 CHF | 94,184 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.94% | 1.56 CHF | 1.59 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 92,125 CHF | 93,925 CHF | 99.93% | 99.93% |
| 04/07/2024 | 1.95% | 1.53 CHF | 1.56 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 91,487 CHF | 93,287 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.10% | 1.41 CHF | 1.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 84,631 CHF | 86,431 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.89% | 1.23 CHF | 1.26 CHF | 60,000 | 60,000 | 54,735 | 54,735 | 65,464 CHF | 67,264 CHF | 100.00% | 100.00% |
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