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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 | 1.21% | 0.83 CHF | 0.84 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 156,001 CHF | 157,901 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 159,418 CHF | 161,318 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 200,000 | 200,000 | 199,889 | 199,889 | 180,313 CHF | 182,313 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 182,163 CHF | 184,163 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 197,452 | 197,452 | 176,085 CHF | 178,060 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 162,172 CHF | 164,072 CHF | 99.99% | 99.99% |
| 05/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 157,684 CHF | 159,584 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 157,604 CHF | 159,504 CHF | 99.49% | 99.49% |
| 03/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 158,334 CHF | 160,234 CHF | 99.37% | 99.37% |
| 02/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 191,400 | 191,400 | 165,839 CHF | 167,753 CHF | 100.00% | 100.00% |
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