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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 | 0.96% | 1.73 CHF | 1.75 CHF | 37,500 | 37,500 | 49,931 | 49,931 | 86,352 CHF | 87,102 CHF | 99.73% | 99.73% |
| 12/07/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,961 CHF | 145,711 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,977 CHF | 142,727 CHF | 99.09% | 99.09% |
| 10/07/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,103 CHF | 131,853 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,764 CHF | 134,514 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,871 CHF | 134,621 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.58% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,580 CHF | 141,400 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.62% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,397 CHF | 141,265 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 142,393 CHF | 143,143 CHF | 99.82% | 99.82% |
| 02/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,632 CHF | 142,382 CHF | 99.59% | 99.59% |
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