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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 | 1.70% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,357 CHF | 59,357 CHF | 99.05% | 99.05% |
| 12/07/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,877 CHF | 58,877 CHF | 98.84% | 98.84% |
| 11/07/2024 | 1.50% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 86,265 | 86,266 | 57,078 CHF | 57,941 CHF | 89.78% | 89.78% |
| 10/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 97,348 | 97,348 | 61,713 CHF | 62,687 CHF | 95.14% | 95.14% |
| 09/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,210 CHF | 52,960 CHF | 98.68% | 98.68% |
| 08/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,353 CHF | 55,103 CHF | 86.57% | 86.57% |
| 05/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,302 CHF | 56,052 CHF | 99.18% | 99.18% |
| 04/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,444 CHF | 58,194 CHF | 99.18% | 99.18% |
| 03/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,112 CHF | 56,862 CHF | 98.45% | 98.45% |
| 02/07/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,562 CHF | 55,312 CHF | 98.77% | 98.77% |
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