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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 | 1.47% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,030 CHF | 51,403 CHF | 98.72% | 98.72% |
| 12/07/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,136 CHF | 50,565 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 83,792 | 75,000 | 53,238 CHF | 48,456 CHF | 99.15% | 99.15% |
| 10/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,793 CHF | 45,578 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.61% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 85,817 | 75,000 | 52,884 CHF | 47,027 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 86,872 | 75,000 | 53,903 CHF | 47,330 CHF | 96.30% | 96.30% |
| 05/07/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,963 CHF | 51,340 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,514 CHF | 49,982 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 84,256 | 75,000 | 52,400 CHF | 47,433 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 96,886 | 75,000 | 53,359 CHF | 42,083 CHF | 100.00% | 100.00% |
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