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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 | 2.57% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 62,281 | 62,281 | 46,748 CHF | 47,866 CHF | 98.41% | 98.41% |
| 12/07/2024 | 2.17% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,726 CHF | 57,969 CHF | 99.38% | 99.38% |
| 11/07/2024 | 2.26% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 78,007 | 75,000 | 55,463 CHF | 54,590 CHF | 99.15% | 99.15% |
| 10/07/2024 | 2.43% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,498 CHF | 52,346 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.22% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,494 CHF | 52,234 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.27% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,105 CHF | 52,849 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.38% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,714 CHF | 53,489 CHF | 99.62% | 99.62% |
| 04/07/2024 | 2.38% | 0.70 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 56,382 CHF | 54,132 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.16% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,986 | 75,000 | 55,706 CHF | 53,371 CHF | 99.73% | 99.73% |
| 02/07/2024 | 2.38% | 0.70 CHF | 0.72 CHF | 80,000 | 75,000 | 79,556 | 75,000 | 54,168 CHF | 52,312 CHF | 100.00% | 100.00% |
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