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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 | 1.50% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,064 CHF | 50,498 CHF | 98.72% | 98.72% |
| 12/07/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,963 CHF | 51,341 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.41% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 78,316 | 75,000 | 55,053 CHF | 53,498 CHF | 99.16% | 99.16% |
| 10/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,642 CHF | 56,392 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 77,053 | 75,000 | 55,737 CHF | 55,036 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 76,517 | 75,000 | 54,990 CHF | 54,674 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,566 CHF | 50,968 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,891 CHF | 52,210 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 76,744 | 75,000 | 55,281 CHF | 54,793 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,437 CHF | 60,187 CHF | 100.00% | 100.00% |
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