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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 | 1.56% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 97,792 | 97,792 | 62,106 CHF | 63,084 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,193 CHF | 57,193 CHF | 99.69% | 99.69% |
| 11/07/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 98,744 | 98,744 | 63,443 CHF | 64,430 CHF | 99.02% | 99.02% |
| 10/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,530 CHF | 54,280 CHF | 96.11% | 96.11% |
| 09/07/2024 | 1.42% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,623 CHF | 53,373 CHF | 99.67% | 99.67% |
| 08/07/2024 | 1.61% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 97,715 | 97,715 | 60,204 CHF | 61,181 CHF | 99.85% | 99.85% |
| 05/07/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,111 CHF | 56,111 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,323 CHF | 58,323 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,574 CHF | 58,574 CHF | 99.25% | 99.25% |
| 02/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,288 CHF | 64,288 CHF | 99.67% | 99.67% |
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