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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 | 1.95% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 103,951 | 75,000 | 52,716 CHF | 38,883 CHF | 99.66% | 99.66% |
| 12/07/2024 | 1.89% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 100,844 | 75,000 | 52,782 CHF | 40,076 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.70% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 91,636 | 75,000 | 53,569 CHF | 44,671 CHF | 99.00% | 99.00% |
| 10/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,134 CHF | 51,501 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.49% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,951 | 75,000 | 53,281 CHF | 50,734 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,281 CHF | 50,701 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.58% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 85,689 | 75,000 | 53,712 CHF | 47,817 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,073 CHF | 49,569 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 79,844 | 75,000 | 54,123 CHF | 51,596 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,342 CHF | 58,092 CHF | 100.00% | 100.00% |
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