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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 | 1.12% | 0.89 CHF | 0.90 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 115,838 CHF | 117,138 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 115,832 CHF | 117,132 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 130,000 | 130,000 | 129,897 | 129,897 | 118,173 CHF | 119,473 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 130,000 | 130,000 | 131,476 | 131,476 | 122,757 CHF | 124,072 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 140,000 | 140,000 | 134,762 | 134,762 | 127,049 CHF | 128,396 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 112,658 CHF | 113,958 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 114,977 CHF | 116,277 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 114,462 CHF | 115,762 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 130,000 | 130,000 | 130,129 | 130,129 | 120,685 CHF | 121,986 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 137,494 CHF | 138,894 CHF | 100.00% | 100.00% |
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