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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 | 1.35% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,174 | 75,000 | 55,375 CHF | 56,001 CHF | 99.71% | 99.71% |
| 12/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,716 | 75,000 | 55,843 CHF | 53,294 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,701 | 75,000 | 55,717 CHF | 53,187 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,238 CHF | 52,536 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,875 CHF | 67,875 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,335 CHF | 68,335 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,002 CHF | 67,002 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,049 CHF | 65,049 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,761 CHF | 64,761 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,466 CHF | 61,466 CHF | 100.00% | 100.00% |
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