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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 | 1.10% | 1.92 CHF | 1.94 CHF | 300,000 | 300,000 | 296,735 | 296,735 | 551,715 CHF | 557,693 CHF | 99.99% | 99.99% |
| 12/07/2024 | 1.23% | 1.78 CHF | 1.80 CHF | 310,000 | 310,000 | 306,553 | 306,553 | 508,466 CHF | 514,643 CHF | 98.46% | 98.46% |
| 11/07/2024 | 1.30% | 1.66 CHF | 1.68 CHF | 320,000 | 320,000 | 316,461 | 316,461 | 497,605 CHF | 503,981 CHF | 98.71% | 98.71% |
| 10/07/2024 | 1.52% | 1.38 CHF | 1.40 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 466,250 CHF | 473,224 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.50% | 1.33 CHF | 1.35 CHF | 350,000 | 350,000 | 345,371 | 345,371 | 472,774 CHF | 479,749 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.44% | 1.47 CHF | 1.49 CHF | 350,000 | 350,000 | 345,364 | 345,364 | 491,978 CHF | 498,952 CHF | 98.25% | 98.25% |
| 05/07/2024 | 1.49% | 1.38 CHF | 1.40 CHF | 350,000 | 350,000 | 346,169 | 346,169 | 473,838 CHF | 480,812 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.44% | 1.40 CHF | 1.42 CHF | 180,000 | 180,000 | 310,336 | 310,336 | 441,437 CHF | 447,678 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.44% | 1.37 CHF | 1.39 CHF | 340,000 | 340,000 | 336,281 | 336,281 | 476,305 CHF | 483,080 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.58% | 1.31 CHF | 1.33 CHF | 350,000 | 350,000 | 346,151 | 346,151 | 447,227 CHF | 454,201 CHF | 99.99% | 99.99% |
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