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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 | 2.01% | 1.85 CHF | 1.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 36,572 CHF | 37,314 CHF | 100.00% | 100.00% |
| 12/07/2024 | 2.07% | 1.74 CHF | 1.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 36,130 CHF | 36,885 CHF | 100.00% | 100.00% |
| 11/07/2024 | 2.04% | 1.82 CHF | 1.86 CHF | 20,000 | 20,000 | 19,910 | 19,910 | 37,611 CHF | 38,377 CHF | 100.00% | 100.00% |
| 10/07/2024 | 2.18% | 1.89 CHF | 1.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,386 CHF | 39,232 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.91% | 2.06 CHF | 2.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 39,967 CHF | 40,740 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.01% | 1.92 CHF | 1.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 37,419 CHF | 38,177 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.07% | 1.84 CHF | 1.88 CHF | 20,000 | 20,000 | 19,955 | 19,955 | 36,059 CHF | 36,809 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.06% | 1.91 CHF | 1.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,385 CHF | 39,186 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.07% | 1.97 CHF | 2.02 CHF | 15,000 | 15,000 | 14,966 | 14,966 | 30,230 CHF | 30,859 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.88% | 2.13 CHF | 2.17 CHF | 15,000 | 15,000 | 14,962 | 14,962 | 32,076 CHF | 32,682 CHF | 100.00% | 100.00% |
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