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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 | 0.92% | 1.07 CHF | 1.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 64,895 CHF | 65,495 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 64,736 CHF | 65,336 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 60,000 | 60,000 | 59,956 | 59,956 | 64,745 CHF | 65,345 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 63,392 CHF | 63,994 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 63,224 CHF | 63,829 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 63,719 CHF | 64,321 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 60,000 | 60,000 | 60,345 | 60,345 | 62,950 CHF | 63,554 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 63,345 CHF | 63,945 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 63,668 CHF | 64,288 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 64,509 CHF | 65,159 CHF | 100.00% | 100.00% |
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