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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 | 1.31% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,132 | 75,132 | 56,956 CHF | 57,707 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 90,399 | 90,399 | 58,993 CHF | 59,897 CHF | 98.43% | 98.43% |
| 11/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,817 CHF | 53,567 CHF | 99.60% | 99.60% |
| 10/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,906 CHF | 56,656 CHF | 99.80% | 99.80% |
| 09/07/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 78,327 | 78,327 | 53,421 CHF | 54,205 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,890 CHF | 52,640 CHF | 98.98% | 98.98% |
| 05/07/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,714 CHF | 55,464 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,185 | 75,185 | 53,831 CHF | 54,583 CHF | 98.16% | 98.16% |
| 03/07/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,841 CHF | 64,841 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 104,430 | 104,429 | 53,449 CHF | 54,493 CHF | 100.00% | 100.00% |
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