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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 | 1.07% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 54,516 | 54,516 | 75,620 CHF | 76,354 CHF | 99.71% | 99.71% |
| 12/07/2024 | 1.43% | 1.38 CHF | 1.40 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 49,181 CHF | 49,886 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,146 CHF | 95,896 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,911 CHF | 91,661 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,500 CHF | 90,250 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,547 CHF | 89,297 CHF | 99.86% | 99.86% |
| 05/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,844 CHF | 91,594 CHF | 98.85% | 98.85% |
| 04/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,567 CHF | 86,317 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,268 CHF | 77,018 CHF | 99.82% | 99.82% |
| 02/07/2024 | 1.07% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,683 CHF | 70,433 CHF | 100.00% | 100.00% |
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