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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 | 1.71% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,120 | 75,000 | 52,168 CHF | 44,168 CHF | 98.72% | 98.72% |
| 12/07/2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 90,565 | 75,000 | 53,287 CHF | 44,901 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.61% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 84,873 | 75,000 | 52,411 CHF | 47,132 CHF | 99.16% | 99.16% |
| 10/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,468 CHF | 49,938 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 82,610 | 75,000 | 52,639 CHF | 48,585 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 81,940 | 75,000 | 51,909 CHF | 48,300 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,486 CHF | 44,488 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,119 CHF | 45,849 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 81,120 | 75,000 | 51,501 CHF | 48,382 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,313 | 75,000 | 56,027 CHF | 53,740 CHF | 99.99% | 99.99% |
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