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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% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,829 CHF | 65,839 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.59% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,068 CHF | 65,095 CHF | 98.15% | 98.15% |
| 11/07/2024 | 1.52% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,944 CHF | 66,956 CHF | 98.95% | 98.95% |
| 10/07/2024 | 1.97% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 94,141 | 94,141 | 70,320 CHF | 71,651 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.65% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,365 CHF | 76,617 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.59% | 0.78 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,529 CHF | 62,516 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.48% | 0.86 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,247 CHF | 67,235 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.36% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,462 CHF | 66,362 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.43% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,922 CHF | 86,141 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.75% | 0.76 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,298 CHF | 73,568 CHF | 99.95% | 99.95% |
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