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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 | 1.22% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,862 CHF | 61,612 CHF | 99.71% | 99.71% |
| 12/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,132 CHF | 58,882 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,962 CHF | 58,712 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,419 CHF | 58,169 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,440 CHF | 75,440 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,793 CHF | 75,793 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,474 CHF | 74,474 CHF | 95.45% | 95.45% |
| 04/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,676 CHF | 72,676 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,336 CHF | 72,336 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,872 CHF | 68,872 CHF | 100.00% | 100.00% |
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