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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 | 1.99% | 0.49 CHF | 0.50 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 169,066 CHF | 172,466 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.86% | 0.49 CHF | 0.50 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 175,829 CHF | 179,129 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.67% | 0.52 CHF | 0.53 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 192,722 CHF | 195,922 CHF | 71.57% | 71.57% |
| 10/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 211,409 CHF | 214,609 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 320,000 | 320,000 | 319,269 | 319,269 | 203,801 CHF | 207,001 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 330,000 | 330,000 | 329,435 | 329,435 | 206,656 CHF | 209,956 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 207,841 CHF | 211,141 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 213,303 CHF | 216,603 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 222,243 CHF | 225,543 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 221,026 CHF | 224,326 CHF | 100.00% | 100.00% |
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