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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 | 1.26% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,074 CHF | 59,824 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,325 CHF | 57,075 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,231 CHF | 56,981 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,014 | 75,000 | 55,583 CHF | 56,323 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,183 CHF | 73,183 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,659 CHF | 73,659 CHF | 85.61% | 85.61% |
| 05/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,240 CHF | 72,240 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,126 CHF | 70,126 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,842 CHF | 69,842 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,574 CHF | 66,574 CHF | 100.00% | 100.00% |
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