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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 | 1.45% | 1.92 CHF | 1.95 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,603 CHF | 19,889 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.43% | 2.02 CHF | 2.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,617 CHF | 19,900 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.61% | 1.98 CHF | 2.01 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 17,953 CHF | 18,243 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.96% | 3.77 CHF | 3.80 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 28,988 CHF | 29,267 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.94% | 3.59 CHF | 3.62 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 28,239 CHF | 28,506 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.94% | 3.30 CHF | 3.33 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 30,727 CHF | 31,017 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.98% | 3.25 CHF | 3.28 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 26,341 CHF | 26,600 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.99% | 3.29 CHF | 3.32 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 26,483 CHF | 26,746 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.00% | 3.29 CHF | 3.33 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 29,004 CHF | 29,295 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.93% | 3.18 CHF | 3.21 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 27,484 CHF | 27,742 CHF | 100.00% | 100.00% |
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