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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 | 0.89% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 54,516 | 54,516 | 90,884 CHF | 91,619 CHF | 99.71% | 99.71% |
| 12/07/2024 | 1.18% | 1.66 CHF | 1.68 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 59,681 CHF | 60,386 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,040 CHF | 116,790 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,793 CHF | 112,543 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,500 CHF | 111,250 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,547 CHF | 110,297 CHF | 99.86% | 99.86% |
| 05/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,720 CHF | 112,470 CHF | 98.49% | 98.49% |
| 04/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,460 CHF | 107,210 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.77% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,268 CHF | 98,018 CHF | 99.82% | 99.82% |
| 02/07/2024 | 0.83% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,543 CHF | 91,293 CHF | 100.00% | 100.00% |
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