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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 | 0.71% | 1.97 CHF | 1.98 CHF | 75,000 | 75,000 | 54,516 | 54,516 | 108,799 CHF | 109,503 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.00% | 1.99 CHF | 2.01 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 72,011 CHF | 72,737 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,702 CHF | 141,452 CHF | 99.07% | 99.07% |
| 10/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,479 CHF | 137,229 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,155 CHF | 135,905 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,220 CHF | 134,970 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,417 CHF | 137,167 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,132 CHF | 131,882 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,804 CHF | 122,554 CHF | 99.82% | 99.82% |
| 02/07/2024 | 0.65% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,205 CHF | 115,955 CHF | 98.76% | 98.76% |
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