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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 | 1.45% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 79,967 | 75,000 | 54,932 CHF | 52,271 CHF | 99.61% | 99.61% |
| 12/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,977 CHF | 52,291 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,421 | 75,000 | 55,412 CHF | 53,089 CHF | 93.88% | 93.88% |
| 10/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,653 CHF | 50,113 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.37% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 76,461 | 75,000 | 55,261 CHF | 54,980 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,101 | 75,000 | 55,544 CHF | 56,223 CHF | 97.53% | 97.53% |
| 05/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 76,340 | 75,000 | 55,466 CHF | 55,265 CHF | 98.69% | 98.69% |
| 04/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,177 | 75,000 | 54,598 CHF | 55,222 CHF | 87.44% | 87.44% |
| 03/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 78,612 | 75,000 | 55,665 CHF | 53,875 CHF | 99.95% | 99.95% |
| 02/07/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 81,853 | 75,000 | 52,392 CHF | 48,791 CHF | 100.00% | 100.00% |
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