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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 | 1.55% | 0.64 CHF | 0.65 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 224,345 CHF | 227,845 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.47% | 0.63 CHF | 0.64 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 235,916 CHF | 239,416 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.36% | 0.67 CHF | 0.68 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 251,212 CHF | 254,612 CHF | 71.59% | 71.59% |
| 10/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 269,993 CHF | 273,393 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 340,000 | 340,000 | 339,224 | 339,224 | 262,761 CHF | 266,161 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 340,000 | 340,000 | 339,418 | 339,418 | 259,216 CHF | 262,616 CHF | 99.99% | 99.99% |
| 05/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 261,199 CHF | 264,599 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 266,682 CHF | 270,082 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 276,517 CHF | 279,917 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 283,483 CHF | 286,983 CHF | 100.00% | 100.00% |
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