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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 | 1.09% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,281 CHF | 69,031 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,521 CHF | 66,271 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,462 CHF | 66,212 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,919 CHF | 65,669 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,440 CHF | 85,440 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,793 CHF | 85,793 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,474 CHF | 84,474 CHF | 95.45% | 95.45% |
| 04/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,676 CHF | 82,676 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,336 CHF | 82,336 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,872 CHF | 78,872 CHF | 100.00% | 100.00% |
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