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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 | 0.85% | 1.16 CHF | 1.17 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,522 CHF | 23,722 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 24,693 CHF | 24,893 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 24,924 CHF | 25,124 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,739 CHF | 28,989 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,988 CHF | 30,238 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,220 CHF | 23,420 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.77% | 1.23 CHF | 1.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 25,785 CHF | 25,985 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,944 CHF | 28,144 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,748 CHF | 32,998 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,023 CHF | 23,223 CHF | 100.00% | 100.00% |
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