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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 | 1.37% | 1.74 CHF | 1.76 CHF | 75,000 | 75,000 | 55,366 | 55,366 | 97,742 CHF | 99,002 CHF | 91.38% | 91.38% |
| 12/07/2024 | 1.73% | 1.76 CHF | 1.79 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 63,376 CHF | 64,481 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.15% | 1.66 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,927 CHF | 125,367 CHF | 97.97% | 97.97% |
| 10/07/2024 | 1.17% | 1.62 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,907 CHF | 121,315 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.20% | 1.58 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,443 CHF | 119,877 CHF | 94.18% | 94.18% |
| 08/07/2024 | 1.21% | 1.57 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,616 CHF | 119,053 CHF | 99.89% | 99.89% |
| 05/07/2024 | 1.18% | 1.61 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,840 CHF | 121,259 CHF | 98.86% | 98.86% |
| 04/07/2024 | 1.22% | 1.55 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,843 CHF | 116,248 CHF | 97.51% | 97.51% |
| 03/07/2024 | 1.33% | 1.46 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,834 CHF | 107,246 CHF | 99.71% | 99.71% |
| 02/07/2024 | 1.40% | 1.39 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,708 CHF | 101,111 CHF | 99.67% | 99.67% |
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