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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 | 1.40% | 1.12 CHF | 1.13 CHF | 80,000 | 80,000 | 34,884 | 34,884 | 38,728 CHF | 39,185 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.38% | 1.11 CHF | 1.12 CHF | 80,000 | 80,000 | 34,881 | 34,881 | 38,748 CHF | 39,204 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.26% | 1.18 CHF | 1.19 CHF | 70,000 | 70,000 | 32,963 | 32,963 | 40,261 CHF | 40,698 CHF | 99.99% | 99.99% |
| 10/07/2024 | 1.28% | 1.21 CHF | 1.22 CHF | 70,000 | 70,000 | 32,754 | 32,754 | 39,850 CHF | 40,285 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.32% | 1.18 CHF | 1.19 CHF | 70,000 | 70,000 | 32,809 | 32,809 | 38,864 CHF | 39,300 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.37% | 1.13 CHF | 1.14 CHF | 80,000 | 80,000 | 34,852 | 34,852 | 39,414 CHF | 39,870 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.53% | 1.09 CHF | 1.10 CHF | 80,000 | 80,000 | 34,679 | 34,679 | 36,184 CHF | 36,639 CHF | 99.89% | 99.89% |
| 04/07/2024 | 1.45% | 1.06 CHF | 1.07 CHF | 40,000 | 40,000 | 29,287 | 29,287 | 30,906 CHF | 31,305 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.38% | 1.06 CHF | 1.07 CHF | 80,000 | 80,000 | 34,883 | 34,883 | 38,658 CHF | 39,115 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.44% | 1.08 CHF | 1.09 CHF | 80,000 | 80,000 | 34,330 | 34,330 | 36,910 CHF | 37,355 CHF | 100.00% | 100.00% |
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