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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 | 2.69% | 0.93 CHF | 0.95 CHF | 75,000 | 75,000 | 75,100 | 75,100 | 55,300 CHF | 56,802 CHF | 86.36% | 86.36% |
| 12/07/2024 | 2.13% | 0.95 CHF | 0.97 CHF | 75,000 | 75,000 | 75,239 | 75,239 | 69,815 CHF | 71,320 CHF | 98.83% | 98.83% |
| 11/07/2024 | 1.92% | 0.95 CHF | 0.97 CHF | 75,000 | 75,000 | 55,802 | 55,802 | 57,456 CHF | 58,572 CHF | 97.90% | 97.90% |
| 10/07/2024 | 1.92% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 50,751 | 50,751 | 52,297 CHF | 53,312 CHF | 95.10% | 95.10% |
| 09/07/2024 | 1.83% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 51,431 | 51,431 | 55,690 CHF | 56,719 CHF | 98.61% | 98.61% |
| 08/07/2024 | 2.06% | 0.99 CHF | 1.01 CHF | 75,000 | 75,000 | 75,417 | 75,417 | 72,542 CHF | 74,051 CHF | 98.59% | 98.59% |
| 05/07/2024 | 1.90% | 0.96 CHF | 0.98 CHF | 50,000 | 50,000 | 51,795 | 51,795 | 53,920 CHF | 54,955 CHF | 99.17% | 99.17% |
| 04/07/2024 | 1.94% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 51,567 | 51,567 | 52,531 CHF | 53,562 CHF | 99.18% | 99.18% |
| 03/07/2024 | 2.37% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,704 | 75,704 | 63,157 CHF | 64,672 CHF | 98.45% | 98.45% |
| 02/07/2024 | 2.62% | 0.76 CHF | 0.78 CHF | 75,000 | 75,000 | 75,840 | 75,840 | 57,200 CHF | 58,717 CHF | 98.87% | 98.87% |
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