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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 | 1.07% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,788 CHF | 69,526 CHF | 99.68% | 99.68% |
| 12/07/2024 | 1.00% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,731 CHF | 66,390 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.06% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,212 CHF | 63,885 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.95% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,062 CHF | 60,638 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.24% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,205 CHF | 60,954 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.09% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,029 CHF | 60,684 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.20% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,642 CHF | 58,336 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.24% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,010 CHF | 54,686 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.32% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,587 CHF | 53,289 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.30% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,148 | 50,000 | 56,155 CHF | 48,128 CHF | 100.00% | 100.00% |
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