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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 | 0.52% | 5.50 CHF | 5.51 CHF | 35,000 | 35,000 | 14,322 | 14,322 | 77,379 CHF | 77,667 CHF | 96.41% | 96.41% |
| 12/07/2024 | 0.43% | 5.38 CHF | 5.39 CHF | 35,000 | 35,000 | 15,843 | 15,843 | 85,047 CHF | 85,335 CHF | 98.71% | 98.71% |
| 11/07/2024 | 0.44% | 5.38 CHF | 5.39 CHF | 35,000 | 35,000 | 15,778 | 15,778 | 84,330 CHF | 84,617 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.44% | 5.28 CHF | 5.29 CHF | 35,000 | 35,000 | 16,047 | 16,047 | 84,153 CHF | 84,445 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.46% | 5.14 CHF | 5.15 CHF | 36,000 | 36,000 | 16,248 | 16,248 | 82,842 CHF | 83,136 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.46% | 5.22 CHF | 5.23 CHF | 36,000 | 36,000 | 16,257 | 16,257 | 83,747 CHF | 84,042 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.45% | 5.04 CHF | 5.05 CHF | 36,000 | 36,000 | 16,232 | 16,232 | 83,161 CHF | 83,455 CHF | 99.03% | 99.03% |
| 04/07/2024 | 0.49% | 5.22 CHF | 5.24 CHF | 15,000 | 15,000 | 11,834 | 11,834 | 61,578 CHF | 61,862 CHF | 98.84% | 98.84% |
| 03/07/2024 | 0.45% | 5.18 CHF | 5.19 CHF | 36,000 | 36,000 | 16,247 | 16,247 | 83,883 CHF | 84,178 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.46% | 5.07 CHF | 5.08 CHF | 36,000 | 36,000 | 16,282 | 16,282 | 82,649 CHF | 82,944 CHF | 99.62% | 99.62% |
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