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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 | 1.50% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,989 CHF | 50,428 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 85,866 | 75,000 | 53,701 CHF | 47,690 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 85,425 | 75,000 | 53,452 CHF | 47,720 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 87,650 | 75,000 | 54,134 CHF | 47,096 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,605 CHF | 60,605 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,905 CHF | 60,905 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,689 CHF | 59,689 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,767 CHF | 57,767 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,550 CHF | 57,550 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,219 CHF | 54,219 CHF | 100.00% | 100.00% |
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