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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 | 1.00% | 1.00 CHF | 1.01 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 289,627 CHF | 292,527 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 290,000 | 290,000 | 294,017 | 294,017 | 305,969 CHF | 308,909 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300,000 | 300,000 | 299,830 | 299,830 | 319,572 CHF | 322,572 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 300,000 | 300,000 | 300,012 | 300,012 | 334,141 CHF | 337,141 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 310,000 | 310,000 | 305,576 | 305,576 | 344,575 CHF | 347,634 CHF | 99.73% | 99.73% |
| 08/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 355,133 CHF | 358,233 CHF | 99.29% | 99.29% |
| 05/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 310,000 | 310,000 | 305,930 | 305,930 | 345,533 CHF | 348,592 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 359,623 CHF | 362,723 CHF | 99.63% | 99.63% |
| 03/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 333,520 CHF | 336,521 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 331,078 CHF | 334,078 CHF | 100.00% | 100.00% |
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