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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 | 1.05% | 8.35 CHF | 8.40 CHF | 10,000 | 3,000 | 10,000 | 1,129 | 83,936 CHF | 9,430 CHF | 95.84% | 95.84% |
| 12/07/2024 | 1.29% | 8.57 CHF | 8.62 CHF | 10,000 | 3,000 | 4,413 | 1,131 | 35,093 CHF | 9,142 CHF | 97.63% | 97.63% |
| 11/07/2024 | 1.66% | 8.63 CHF | 8.73 CHF | 10,000 | 2,000 | 10,000 | 758 | 104,777 CHF | 7,640 CHF | 96.35% | 96.35% |
| 10/07/2024 | 0.90% | 10.14 CHF | 10.19 CHF | 10,000 | 3,000 | 10,000 | 1,128 | 98,644 CHF | 11,325 CHF | 97.26% | 97.26% |
| 09/07/2024 | 1.00% | 9.40 CHF | 9.45 CHF | 10,000 | 3,000 | 10,000 | 1,128 | 89,747 CHF | 10,533 CHF | 97.95% | 97.95% |
| 08/07/2024 | 1.15% | 8.18 CHF | 8.23 CHF | 10,000 | 3,000 | 10,000 | 1,129 | 77,855 CHF | 9,190 CHF | 97.78% | 97.78% |
| 05/07/2024 | 1.08% | 7.86 CHF | 7.91 CHF | 10,000 | 3,000 | 10,000 | 1,135 | 81,863 CHF | 9,241 CHF | 96.05% | 96.05% |
| 04/07/2024 | 1.50% | 7.98 CHF | 8.10 CHF | 600 | 600 | 600 | 600 | 4,771 CHF | 4,843 CHF | 97.14% | 97.14% |
| 03/07/2024 | 1.34% | 7.57 CHF | 7.62 CHF | 10,000 | 3,000 | 10,000 | 1,155 | 65,987 CHF | 7,867 CHF | 93.56% | 93.56% |
| 02/07/2024 | 1.28% | 6.61 CHF | 6.66 CHF | 10,000 | 3,000 | 10,000 | 1,130 | 68,549 CHF | 7,721 CHF | 97.60% | 97.60% |
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