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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 | 1.73% | 0.58 CHF | 0.59 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 108,902 CHF | 110,802 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 112,393 CHF | 114,293 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 199,876 | 199,876 | 131,090 CHF | 133,090 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 133,052 CHF | 135,052 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 197,451 | 197,451 | 127,600 CHF | 129,574 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 115,524 CHF | 117,424 CHF | 99.99% | 99.99% |
| 05/07/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 111,148 CHF | 113,048 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 110,486 CHF | 112,386 CHF | 99.49% | 99.49% |
| 03/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 111,345 CHF | 113,245 CHF | 99.37% | 99.37% |
| 02/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 191,398 | 191,398 | 118,899 CHF | 120,813 CHF | 100.00% | 100.00% |
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