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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 | 0.74% | 2.85 CHF | 2.87 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 56,795 CHF | 57,217 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.78% | 2.86 CHF | 2.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 56,202 CHF | 56,639 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.55% | 2.88 CHF | 2.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 56,938 CHF | 57,249 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.63% | 2.87 CHF | 2.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 58,227 CHF | 58,595 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.60% | 3.14 CHF | 3.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 61,660 CHF | 62,031 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.58% | 3.18 CHF | 3.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,335 CHF | 47,610 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.57% | 3.21 CHF | 3.22 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,567 CHF | 63,933 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.59% | 3.18 CHF | 3.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 48,079 CHF | 48,363 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.60% | 3.27 CHF | 3.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 49,219 CHF | 49,514 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.52% | 3.35 CHF | 3.37 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 49,538 CHF | 49,797 CHF | 100.00% | 100.00% |
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