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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 | 1.95% | 3.80 CHF | 3.87 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 72,808 CHF | 37,120 CHF | 98.08% | 98.08% |
| 12/07/2024 | 1.85% | 3.90 CHF | 3.99 CHF | 5,000 | 10,000 | 20,000 | 10,000 | 79,858 CHF | 40,674 CHF | 98.63% | 98.63% |
| 11/07/2024 | 1.92% | 3.96 CHF | 4.04 CHF | 20,000 | 10,000 | 19,989 | 9,995 | 75,962 CHF | 38,717 CHF | 96.97% | 96.97% |
| 10/07/2024 | 1.79% | 4.03 CHF | 4.11 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 84,481 CHF | 43,004 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.91% | 3.98 CHF | 4.05 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 79,038 CHF | 40,281 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.35% | 4.10 CHF | 4.22 CHF | 20,000 | 10,000 | 17,234 | 9,942 | 81,203 CHF | 48,670 CHF | 99.97% | 99.97% |
| 05/07/2024 | 2.19% | 6.16 CHF | 6.29 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 29,396 CHF | 30,046 CHF | 99.52% | 99.52% |
| 04/07/2024 | 2.26% | 5.84 CHF | 5.98 CHF | 3,750 | 3,750 | 3,750 | 3,750 | 22,497 CHF | 23,012 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.94% | 6.55 CHF | 6.68 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 32,662 CHF | 33,301 CHF | 99.71% | 99.71% |
| 02/07/2024 | 1.44% | 5.84 CHF | 5.93 CHF | 5,000 | 5,000 | 5,941 | 5,819 | 35,775 CHF | 35,678 CHF | 90.66% | 90.66% |
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