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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 | 1.05% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,319 CHF | 61,963 CHF | 98.73% | 98.73% |
| 12/07/2024 | 0.99% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,412 CHF | 64,044 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.14% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,395 CHF | 60,078 CHF | 98.92% | 98.92% |
| 10/07/2024 | 1.02% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,136 CHF | 61,763 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.11% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,774 CHF | 61,450 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.05% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,616 CHF | 62,268 CHF | 99.79% | 99.79% |
| 05/07/2024 | 1.23% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,004 CHF | 55,685 CHF | 99.42% | 99.42% |
| 04/07/2024 | 1.45% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 50,092 | 50,000 | 51,134 CHF | 51,787 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.25% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,757 CHF | 52,409 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.20% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,890 CHF | 56,565 CHF | 99.57% | 99.57% |
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