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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 | 0.18% | 5.73 CHF | 5.74 CHF | 120,000 | 120,000 | 68,880 | 68,880 | 391,663 CHF | 392,353 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 125,000 | 125,000 | 68,758 | 68,758 | 391,875 CHF | 392,564 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.17% | 5.70 CHF | 5.71 CHF | 125,000 | 125,000 | 66,651 | 66,651 | 390,274 CHF | 390,942 CHF | 99.97% | 99.97% |
| 10/07/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 120,000 | 120,000 | 66,130 | 66,130 | 386,818 CHF | 387,481 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 120,000 | 120,000 | 66,157 | 66,157 | 392,188 CHF | 392,851 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 120,000 | 120,000 | 66,138 | 66,138 | 392,823 CHF | 393,486 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 120,000 | 120,000 | 66,134 | 66,134 | 388,443 CHF | 389,106 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 60,000 | 60,000 | 53,621 | 53,621 | 314,236 CHF | 314,772 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 120,000 | 120,000 | 66,741 | 66,741 | 389,195 CHF | 389,864 CHF | 96.78% | 96.78% |
| 02/07/2024 | 0.18% | 5.80 CHF | 5.81 CHF | 120,000 | 120,000 | 66,165 | 66,165 | 382,803 CHF | 383,465 CHF | 100.00% | 100.00% |
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