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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 | 2.01% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 62,201 | 62,201 | 62,649 CHF | 63,835 CHF | 98.73% | 98.73% |
| 12/07/2024 | 1.51% | 1.02 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,017 CHF | 77,175 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.77% | 1.00 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,684 CHF | 73,975 CHF | 99.15% | 99.15% |
| 10/07/2024 | 1.69% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,462 CHF | 71,666 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.73% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,403 CHF | 71,634 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.75% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,013 CHF | 72,264 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.70% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,555 CHF | 72,778 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.77% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,280 CHF | 73,568 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.72% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,501 CHF | 72,737 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.80% | 0.96 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,455 CHF | 71,733 CHF | 100.00% | 100.00% |
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