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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 | 1.55% | 0.65 CHF | 0.66 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 121,672 CHF | 123,572 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 124,930 CHF | 126,830 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 199,873 | 199,873 | 144,202 CHF | 146,202 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 146,105 CHF | 148,105 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 197,451 | 197,451 | 140,450 CHF | 142,425 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 127,904 CHF | 129,804 CHF | 99.99% | 99.99% |
| 05/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 123,184 CHF | 125,084 CHF | 99.79% | 99.79% |
| 04/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 123,301 CHF | 125,201 CHF | 99.49% | 99.49% |
| 03/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 124,058 CHF | 125,958 CHF | 99.34% | 99.34% |
| 02/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 191,398 | 191,398 | 131,381 CHF | 133,295 CHF | 100.00% | 100.00% |
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