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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/07/2024 | 2.16% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,440 CHF | 39,005 CHF | 98.58% | 98.58% |
| 24/07/2024 | 1.77% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,690 CHF | 45,542 CHF | 100.00% | 100.00% |
| 23/07/2024 | 1.80% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,752 CHF | 46,455 CHF | 100.00% | 100.00% |
| 22/07/2024 | 1.66% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,478 CHF | 47,850 CHF | 100.00% | 100.00% |
| 19/07/2024 | 1.84% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 63,141 | 50,000 | 53,027 CHF | 42,832 CHF | 100.00% | 100.00% |
| 18/07/2024 | 2.13% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 58,322 | 44,779 | 48,476 CHF | 38,021 CHF | 99.94% | 99.94% |
| 17/07/2024 | 3.08% | 0.77 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,015 CHF | 19,609 CHF | 79.70% | 79.70% |
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