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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 | 1.55% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,574 | 75,000 | 51,675 CHF | 48,862 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,891 | 75,000 | 54,389 CHF | 46,132 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 89,752 | 75,000 | 54,219 CHF | 46,063 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,703 CHF | 45,502 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,508 CHF | 58,508 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,837 CHF | 58,837 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,689 CHF | 57,689 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,728 CHF | 55,728 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,451 CHF | 55,451 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 101,356 | 100,000 | 51,672 CHF | 52,008 CHF | 100.00% | 100.00% |
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