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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 | 1.16% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 54,516 | 54,516 | 71,282 CHF | 72,032 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.52% | 1.30 CHF | 1.32 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 46,181 CHF | 46,886 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,146 CHF | 89,896 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,911 CHF | 85,661 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,500 CHF | 84,250 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,547 CHF | 83,297 CHF | 99.86% | 99.86% |
| 05/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,849 CHF | 85,599 CHF | 98.48% | 98.48% |
| 04/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,567 CHF | 80,317 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,268 CHF | 71,018 CHF | 99.82% | 99.82% |
| 02/07/2024 | 1.17% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,683 CHF | 64,433 CHF | 100.00% | 100.00% |
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