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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 | 1.37% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,481 CHF | 76,522 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.35% | 1.01 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,717 CHF | 75,732 CHF | 98.16% | 98.16% |
| 11/07/2024 | 1.26% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,537 CHF | 77,505 CHF | 98.92% | 98.92% |
| 10/07/2024 | 1.68% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 94,141 | 94,141 | 83,687 CHF | 85,036 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.49% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,422 CHF | 90,761 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.38% | 0.92 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,181 CHF | 73,186 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.25% | 1.00 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,905 CHF | 77,871 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.31% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,000 CHF | 77,002 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.35% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,975 CHF | 100,325 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.54% | 0.90 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,353 CHF | 87,696 CHF | 99.41% | 99.41% |
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