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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 | 2.67% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 62,767 | 62,281 | 45,225 CHF | 45,997 CHF | 98.41% | 98.41% |
| 12/07/2024 | 2.26% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,808 | 75,000 | 55,042 CHF | 55,719 CHF | 99.38% | 99.38% |
| 11/07/2024 | 2.29% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 79,739 | 75,000 | 54,376 CHF | 52,340 CHF | 99.15% | 99.15% |
| 10/07/2024 | 2.44% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,146 CHF | 50,096 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.32% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,094 CHF | 49,984 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.37% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,705 CHF | 50,599 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.47% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,345 CHF | 51,260 CHF | 99.62% | 99.62% |
| 04/07/2024 | 2.47% | 0.67 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,991 CHF | 51,882 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.17% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,358 CHF | 51,121 CHF | 99.73% | 99.73% |
| 02/07/2024 | 2.57% | 0.67 CHF | 0.69 CHF | 80,000 | 75,000 | 81,023 | 75,000 | 52,721 CHF | 50,104 CHF | 100.00% | 100.00% |
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