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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 | 1.08% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,088 CHF | 69,838 CHF | 98.71% | 98.71% |
| 12/07/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,055 CHF | 70,805 CHF | 98.47% | 98.47% |
| 11/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,283 CHF | 70,033 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,299 CHF | 68,049 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,512 CHF | 83,512 CHF | 98.75% | 98.75% |
| 08/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,766 CHF | 80,766 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,762 CHF | 79,762 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,826 CHF | 78,826 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,851 CHF | 75,851 CHF | 97.92% | 97.92% |
| 02/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,175 CHF | 75,175 CHF | 100.00% | 100.00% |
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