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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 | 0.11% | 8.64 CHF | 8.65 CHF | 70,000 | 70,000 | 69,343 | 69,343 | 609,996 CHF | 610,690 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.12% | 8.82 CHF | 8.83 CHF | 70,000 | 70,000 | 69,345 | 69,345 | 604,951 CHF | 605,645 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.12% | 8.60 CHF | 8.61 CHF | 70,000 | 70,000 | 69,339 | 69,339 | 594,793 CHF | 595,487 CHF | 99.20% | 99.20% |
| 10/07/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 70,000 | 70,000 | 69,348 | 69,348 | 570,580 CHF | 571,274 CHF | 99.79% | 99.79% |
| 09/07/2024 | 0.12% | 8.17 CHF | 8.18 CHF | 70,000 | 70,000 | 69,344 | 69,343 | 573,863 CHF | 574,543 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.12% | 8.19 CHF | 8.20 CHF | 70,000 | 70,000 | 69,347 | 69,347 | 568,535 CHF | 569,229 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 70,000 | 70,000 | 69,343 | 69,340 | 571,431 CHF | 572,104 CHF | 99.81% | 99.81% |
| 04/07/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 70,000 | 70,000 | 69,344 | 69,344 | 569,095 CHF | 569,789 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 70,000 | 70,000 | 69,344 | 69,344 | 565,341 CHF | 566,035 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.13% | 8.11 CHF | 8.12 CHF | 70,000 | 70,000 | 69,344 | 69,340 | 554,331 CHF | 554,993 CHF | 99.75% | 99.75% |
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