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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 | 1.32% | 0.77 CHF | 0.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 16,364 CHF | 16,581 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.26% | 0.85 CHF | 0.86 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 16,091 CHF | 16,295 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,838 CHF | 15,038 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,530 CHF | 14,730 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,935 CHF | 15,135 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,088 CHF | 15,288 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,545 CHF | 15,745 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,803 CHF | 15,003 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,333 CHF | 18,583 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 22,004 | 22,004 | 15,138 CHF | 15,358 CHF | 99.81% | 99.81% |
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