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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 | 1.42% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 93,566 | 93,566 | 100,686 CHF | 101,976 CHF | 99.09% | 99.09% |
| 12/07/2024 | 1.57% | 1.07 CHF | 1.08 CHF | 190,000 | 190,000 | 96,423 | 96,423 | 96,939 CHF | 98,278 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.44% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 94,044 | 94,044 | 100,041 CHF | 101,342 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.44% | 1.08 CHF | 1.09 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 99,867 CHF | 101,156 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.39% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 95,329 | 95,329 | 102,860 CHF | 104,168 CHF | 98.82% | 98.82% |
| 08/07/2024 | 1.69% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 97,423 | 97,423 | 92,246 CHF | 93,601 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.96% | 0.85 CHF | 0.86 CHF | 210,000 | 210,000 | 103,023 | 103,023 | 81,251 CHF | 82,675 CHF | 98.97% | 98.97% |
| 04/07/2024 | 1.95% | 0.78 CHF | 0.79 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 57,664 CHF | 58,799 CHF | 99.44% | 99.44% |
| 03/07/2024 | 2.00% | 0.77 CHF | 0.78 CHF | 210,000 | 210,000 | 103,138 | 103,138 | 78,921 CHF | 80,349 CHF | 99.64% | 99.64% |
| 02/07/2024 | 2.09% | 0.74 CHF | 0.75 CHF | 220,000 | 220,000 | 106,687 | 106,687 | 78,878 CHF | 80,356 CHF | 100.00% | 100.00% |
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