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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 | 1.06% | 0.95 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,551 CHF | 23,801 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,234 CHF | 23,484 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.01% | 0.92 CHF | 0.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 19,636 CHF | 19,836 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 20,406 CHF | 20,606 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,827 CHF | 27,077 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,701 CHF | 23,951 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,452 CHF | 21,702 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,780 CHF | 22,030 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,205 CHF | 22,455 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 25,000 | 25,000 | 22,009 | 22,009 | 21,695 CHF | 21,915 CHF | 100.00% | 100.00% |
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