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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 | 2.67% | 1.12 CHF | 1.15 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 66,445 CHF | 68,245 CHF | 100.00% | 100.00% |
| 12/07/2024 | 2.72% | 1.13 CHF | 1.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 65,281 CHF | 67,081 CHF | 100.00% | 100.00% |
| 11/07/2024 | 2.24% | 1.24 CHF | 1.27 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 79,450 CHF | 81,250 CHF | 100.00% | 100.00% |
| 10/07/2024 | 2.26% | 1.38 CHF | 1.41 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 78,842 CHF | 80,642 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.60% | 1.14 CHF | 1.17 CHF | 60,000 | 60,000 | 59,851 | 59,851 | 68,435 CHF | 70,235 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.95% | 1.01 CHF | 1.04 CHF | 60,000 | 60,000 | 59,891 | 59,891 | 60,197 CHF | 61,997 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.95% | 1.02 CHF | 1.05 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 60,081 CHF | 61,881 CHF | 99.93% | 99.93% |
| 04/07/2024 | 2.98% | 0.99 CHF | 1.02 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 59,557 CHF | 61,357 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.22% | 0.92 CHF | 0.95 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 55,027 CHF | 56,827 CHF | 100.00% | 100.00% |
| 02/07/2024 | 4.43% | 0.80 CHF | 0.83 CHF | 60,000 | 60,000 | 54,735 | 54,735 | 42,442 CHF | 44,242 CHF | 100.00% | 100.00% |
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