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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 | 1.50% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 95,202 | 95,202 | 63,072 CHF | 64,024 CHF | 99.05% | 99.05% |
| 12/07/2024 | 1.53% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 94,955 | 94,955 | 61,552 CHF | 62,501 CHF | 98.84% | 98.84% |
| 11/07/2024 | 1.37% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 75,256 | 75,256 | 54,723 CHF | 55,476 CHF | 98.38% | 98.38% |
| 10/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,180 CHF | 52,930 CHF | 95.14% | 95.14% |
| 09/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,228 CHF | 57,978 CHF | 98.67% | 98.67% |
| 08/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,659 CHF | 60,409 CHF | 98.55% | 98.55% |
| 05/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,555 CHF | 61,305 CHF | 99.17% | 99.17% |
| 04/07/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,512 CHF | 63,262 CHF | 99.17% | 99.17% |
| 03/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,259 CHF | 62,009 CHF | 98.45% | 98.45% |
| 02/07/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,229 CHF | 59,979 CHF | 98.85% | 98.85% |
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