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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 | 0.73% | 1.35 CHF | 1.36 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 108,763 CHF | 109,563 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.66% | 1.46 CHF | 1.47 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 105,469 CHF | 106,169 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 112,183 CHF | 112,883 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.55% | 1.68 CHF | 1.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 108,756 CHF | 109,356 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 112,692 CHF | 113,292 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,355 CHF | 98,855 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.53% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,176 CHF | 94,676 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 121,975 CHF | 122,575 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 108,438 CHF | 109,038 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 124,185 CHF | 124,885 CHF | 100.00% | 100.00% |
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