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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 | 1.84% | 0.60 CHF | 0.61 CHF | 80,395 | 75,000 | 80,147 | 75,000 | 48,970 CHF | 46,677 CHF | 99.69% | 99.69% |
| 12/07/2024 | 2.32% | 0.61 CHF | 0.63 CHF | 80,122 | 75,000 | 80,241 | 75,000 | 48,977 CHF | 46,856 CHF | 99.01% | 99.01% |
| 11/07/2024 | 2.24% | 0.61 CHF | 0.62 CHF | 80,083 | 75,000 | 81,036 | 75,000 | 47,203 CHF | 44,683 CHF | 99.08% | 99.08% |
| 10/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 81,087 | 75,000 | 80,785 | 75,000 | 48,535 CHF | 45,811 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.51% | 0.61 CHF | 0.62 CHF | 80,502 | 75,000 | 79,224 | 75,000 | 52,830 CHF | 50,779 CHF | 69.33% | 69.33% |
| 08/07/2024 | 1.77% | 0.65 CHF | 0.66 CHF | 79,508 | 75,000 | 79,544 | 75,000 | 51,382 CHF | 49,311 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 80,205 | 75,000 | 79,561 | 75,000 | 52,006 CHF | 49,843 CHF | 89.36% | 89.36% |
| 04/07/2024 | 2.03% | 0.61 CHF | 0.62 CHF | 80,793 | 75,000 | 80,974 | 75,000 | 48,701 CHF | 46,035 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.96% | 0.57 CHF | 0.58 CHF | 81,881 | 75,000 | 81,798 | 75,000 | 47,235 CHF | 44,173 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 86,626 | 75,000 | 86,956 | 75,000 | 33,576 CHF | 29,712 CHF | 100.00% | 100.00% |
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