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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 | 1.23% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 69,604 | 50,000 | 56,412 CHF | 41,032 CHF | 98.72% | 98.72% |
| 12/07/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,802 CHF | 39,644 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,079 CHF | 56,829 CHF | 92.75% | 92.75% |
| 10/07/2024 | 1.42% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 79,258 | 75,000 | 55,289 CHF | 53,088 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.33% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 75,033 | 75,000 | 55,973 CHF | 56,700 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,294 CHF | 38,567 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 63,831 | 50,000 | 52,863 CHF | 41,972 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,518 CHF | 40,156 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,714 CHF | 58,464 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,846 | 50,000 | 51,642 CHF | 36,958 CHF | 100.00% | 100.00% |
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