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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 | 0.93% | 1.12 CHF | 1.13 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 95,888 CHF | 96,788 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 96,431 CHF | 97,331 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 85,133 CHF | 85,933 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 98,605 CHF | 99,505 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 84,513 CHF | 85,313 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 89,940 CHF | 90,740 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 91,107 CHF | 91,907 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 89,934 CHF | 90,734 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 91,081 CHF | 91,881 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 96,169 CHF | 96,969 CHF | 100.00% | 100.00% |
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