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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 | 1.36% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,326 | 75,000 | 54,966 CHF | 55,486 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,951 | 75,000 | 55,360 CHF | 52,683 CHF | 96.81% | 96.81% |
| 11/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,969 | 75,000 | 55,330 CHF | 52,642 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,744 CHF | 52,072 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,379 CHF | 67,379 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,741 CHF | 67,741 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,459 CHF | 66,459 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,543 CHF | 64,543 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,131 CHF | 64,131 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,757 CHF | 60,757 CHF | 100.00% | 100.00% |
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