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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 | 1.61% | 1.18 CHF | 1.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 73,856 CHF | 75,056 CHF | 99.97% | 99.97% |
| 12/07/2024 | 1.64% | 1.25 CHF | 1.27 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 72,360 CHF | 73,560 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.64% | 1.24 CHF | 1.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 72,412 CHF | 73,612 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.72% | 1.16 CHF | 1.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 69,003 CHF | 70,203 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.70% | 1.15 CHF | 1.17 CHF | 60,000 | 60,000 | 59,863 | 59,863 | 70,021 CHF | 71,221 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.63% | 1.19 CHF | 1.21 CHF | 60,000 | 60,000 | 59,896 | 59,896 | 73,013 CHF | 74,213 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.62% | 1.21 CHF | 1.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 73,527 CHF | 74,727 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.50% | 1.34 CHF | 1.36 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 79,249 CHF | 80,449 CHF | 99.49% | 99.49% |
| 03/07/2024 | 1.55% | 1.29 CHF | 1.31 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 76,638 CHF | 77,838 CHF | 99.95% | 99.95% |
| 02/07/2024 | 1.59% | 1.28 CHF | 1.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 74,788 CHF | 75,988 CHF | 100.00% | 100.00% |
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