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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 | 2.00% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,291 CHF | 51,925 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.96% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 79,864 | 75,000 | 53,388 CHF | 51,133 CHF | 97.90% | 97.90% |
| 11/07/2024 | 1.98% | 0.72 CHF | 0.74 CHF | 75,000 | 75,000 | 79,012 | 75,000 | 54,758 CHF | 53,047 CHF | 98.98% | 98.98% |
| 10/07/2024 | 2.51% | 0.58 CHF | 0.60 CHF | 100,000 | 100,000 | 94,141 | 94,141 | 52,853 CHF | 54,118 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.20% | 0.57 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,747 CHF | 58,010 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.09% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 82,539 | 75,000 | 52,292 CHF | 48,567 CHF | 98.97% | 98.97% |
| 05/07/2024 | 1.93% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 79,557 | 75,000 | 55,445 CHF | 53,297 CHF | 98.95% | 98.95% |
| 04/07/2024 | 1.90% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,936 CHF | 52,491 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.98% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,191 CHF | 67,514 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.37% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,705 CHF | 54,993 CHF | 99.69% | 99.69% |
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