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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 | 1.44% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,012 CHF | 52,324 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,080 CHF | 49,575 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,026 CHF | 49,524 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,324 | 75,000 | 51,558 CHF | 48,898 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,256 CHF | 63,256 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,587 CHF | 63,587 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,240 CHF | 62,240 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,280 CHF | 60,280 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,949 CHF | 59,949 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,624 CHF | 56,624 CHF | 98.50% | 98.50% |
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