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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 | 1.48% | 0.68 CHF | 0.69 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 127,707 CHF | 129,607 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 131,149 CHF | 133,049 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 199,879 | 199,879 | 150,802 CHF | 152,802 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 152,743 CHF | 154,743 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 197,450 | 197,450 | 146,787 CHF | 148,762 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 133,909 CHF | 135,809 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 129,459 CHF | 131,359 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 129,243 CHF | 131,143 CHF | 99.49% | 99.49% |
| 03/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 129,944 CHF | 131,844 CHF | 99.37% | 99.37% |
| 02/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 191,399 | 191,399 | 137,541 CHF | 139,455 CHF | 100.00% | 100.00% |
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