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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 | 1.13% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 45,204 | 36,052 | 73,229 CHF | 58,799 CHF | 91.13% | 91.13% |
| 12/07/2024 | 1.29% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 48,881 | 37,080 | 71,658 CHF | 55,497 CHF | 81.16% | 81.16% |
| 11/07/2024 | 1.22% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 48,105 | 36,272 | 70,924 CHF | 53,809 CHF | 87.44% | 87.44% |
| 10/07/2024 | 1.25% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 49,721 | 38,203 | 72,210 CHF | 55,867 CHF | 76.64% | 76.64% |
| 09/07/2024 | 1.18% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 47,583 | 35,464 | 73,838 CHF | 55,807 CHF | 95.60% | 95.60% |
| 08/07/2024 | 1.44% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 47,315 | 34,870 | 63,902 CHF | 48,527 CHF | 93.24% | 93.24% |
| 05/07/2024 | 1.44% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 47,627 | 35,367 | 60,199 CHF | 45,247 CHF | 98.13% | 98.13% |
| 04/07/2024 | 1.49% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 47,084 | 33,999 | 59,145 CHF | 43,295 CHF | 86.20% | 86.20% |
| 03/07/2024 | 1.51% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 54,781 | 35,501 | 67,006 CHF | 43,833 CHF | 96.94% | 96.94% |
| 02/07/2024 | 1.68% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 55,620 | 35,686 | 61,928 CHF | 41,088 CHF | 94.47% | 94.47% |
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