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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 | 1.36% | 0.83 CHF | 0.84 CHF | 250,000 | 250,000 | 249,991 | 250,000 | 182,397 CHF | 184,903 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 172,108 CHF | 174,608 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.60% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 187,987 CHF | 190,987 CHF | 99.97% | 99.97% |
| 10/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 169,045 CHF | 172,045 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.92% | 0.48 CHF | 0.49 CHF | 300,000 | 300,000 | 299,269 | 299,269 | 154,813 CHF | 157,813 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 290,000 | 290,000 | 289,501 | 289,501 | 171,065 CHF | 173,965 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.76% | 0.62 CHF | 0.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 169,590 CHF | 172,590 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 158,090 CHF | 161,090 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.01% | 0.55 CHF | 0.56 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 148,334 CHF | 151,334 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 127,544 CHF | 130,544 CHF | 100.00% | 100.00% |
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