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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/07/2024 | 1.58% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,097 | 50,000 | 51,351 CHF | 52,070 CHF | 98.33% | 98.33% |
| 24/07/2024 | 1.40% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,787 CHF | 58,603 CHF | 100.00% | 100.00% |
| 23/07/2024 | 1.55% | 1.19 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,668 CHF | 59,585 CHF | 100.00% | 100.00% |
| 22/07/2024 | 1.35% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,196 CHF | 61,014 CHF | 100.00% | 100.00% |
| 19/07/2024 | 1.40% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,115 CHF | 55,893 CHF | 98.82% | 98.82% |
| 18/07/2024 | 1.60% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 44,781 | 44,781 | 48,962 CHF | 49,703 CHF | 99.98% | 99.98% |
| 17/07/2024 | 2.42% | 1.03 CHF | 1.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,541 CHF | 26,165 CHF | 79.09% | 79.09% |
| 16/07/2024 | 2.76% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 92,846 | 50,000 | 49,197 CHF | 27,249 CHF | 54.86% | 54.86% |
| 15/07/2024 | 2.88% | 0.54 CHF | 0.55 CHF | 92,914 | 50,000 | 92,191 | 50,000 | 49,958 CHF | 27,893 CHF | 6.93% | 6.93% |
| 12/07/2024 | 2.82% | 0.56 CHF | 0.57 CHF | 92,598 | 50,000 | 94,036 | 50,000 | 45,554 CHF | 24,925 CHF | 84.99% | 84.99% |
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