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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 | 1.32% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,255 CHF | 57,005 CHF | 98.72% | 98.72% |
| 12/07/2024 | 1.34% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,314 | 75,000 | 55,823 CHF | 56,349 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.40% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 78,299 | 75,000 | 55,676 CHF | 54,118 CHF | 99.16% | 99.16% |
| 10/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,933 CHF | 51,312 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.44% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 79,807 | 75,000 | 55,237 CHF | 52,665 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,361 | 75,000 | 55,220 CHF | 52,950 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,045 | 75,000 | 56,175 CHF | 56,893 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,930 CHF | 55,680 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,815 CHF | 53,077 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 85,119 | 75,000 | 53,300 CHF | 47,747 CHF | 100.00% | 100.00% |
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