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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 | 1.33% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,943 CHF | 56,693 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 78,814 | 75,000 | 55,956 CHF | 54,012 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 78,564 | 75,000 | 55,628 CHF | 53,873 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,956 | 75,000 | 55,886 CHF | 53,172 CHF | 97.44% | 97.44% |
| 09/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,762 CHF | 68,762 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,335 CHF | 69,335 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,002 CHF | 68,002 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,962 CHF | 65,962 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,718 CHF | 65,718 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,400 CHF | 62,400 CHF | 100.00% | 100.00% |
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