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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 | 1.81% | 1.77 CHF | 1.80 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,709 CHF | 36,460 CHF | 97.10% | 97.10% |
| 12/07/2024 | 1.84% | 1.84 CHF | 1.87 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,526 CHF | 36,345 CHF | 72.07% | 72.07% |
| 11/07/2024 | 1.72% | 2.02 CHF | 2.06 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,435 CHF | 20,834 CHF | 92.63% | 92.63% |
| 10/07/2024 | 1.60% | 2.14 CHF | 2.18 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 62,921 CHF | 21,312 CHF | 72.14% | 72.14% |
| 09/07/2024 | 1.59% | 2.09 CHF | 2.12 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 62,982 CHF | 21,330 CHF | 96.15% | 96.15% |
| 08/07/2024 | 1.59% | 2.05 CHF | 2.08 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 61,977 CHF | 41,981 CHF | 90.19% | 90.19% |
| 05/07/2024 | 1.62% | 2.03 CHF | 2.07 CHF | 30,000 | 20,000 | 29,807 | 19,903 | 60,556 CHF | 41,094 CHF | 98.87% | 98.87% |
| 04/07/2024 | 1.65% | 2.02 CHF | 2.05 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 60,350 CHF | 40,901 CHF | 99.56% | 99.56% |
| 03/07/2024 | 1.66% | 1.98 CHF | 2.01 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 59,440 CHF | 40,291 CHF | 95.00% | 95.00% |
| 02/07/2024 | 1.82% | 1.84 CHF | 1.87 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,054 CHF | 36,699 CHF | 92.97% | 92.97% |
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