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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% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,196 CHF | 142,196 CHF | 94.60% | 94.60% |
| 12/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,781 CHF | 142,781 CHF | 98.39% | 98.39% |
| 11/07/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,138 CHF | 138,138 CHF | 99.09% | 99.09% |
| 10/07/2024 | 0.82% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,977 CHF | 122,977 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,526 CHF | 124,526 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,825 CHF | 121,825 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,891 CHF | 121,891 CHF | 98.81% | 98.81% |
| 04/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,047 CHF | 121,047 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,238 CHF | 116,238 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,006 CHF | 114,006 CHF | 100.00% | 100.00% |
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