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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 | 1.29% | 1.18 CHF | 1.19 CHF | 181,000 | 181,000 | 78,935 | 78,935 | 93,901 CHF | 94,910 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.31% | 1.18 CHF | 1.19 CHF | 181,000 | 181,000 | 81,522 | 81,522 | 96,155 CHF | 97,217 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.33% | 1.14 CHF | 1.15 CHF | 190,000 | 190,000 | 83,493 | 83,493 | 96,626 CHF | 97,704 CHF | 98.68% | 98.68% |
| 10/07/2024 | 1.43% | 1.10 CHF | 1.11 CHF | 190,000 | 190,000 | 85,282 | 85,282 | 92,838 CHF | 93,947 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.42% | 1.04 CHF | 1.05 CHF | 190,000 | 190,000 | 85,360 | 85,360 | 91,315 CHF | 92,425 CHF | 99.76% | 99.76% |
| 08/07/2024 | 1.39% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 85,581 | 85,581 | 93,956 CHF | 95,067 CHF | 99.28% | 99.28% |
| 05/07/2024 | 1.43% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 85,226 | 85,226 | 92,155 CHF | 93,264 CHF | 99.90% | 99.90% |
| 04/07/2024 | 1.39% | 1.09 CHF | 1.10 CHF | 76,000 | 76,000 | 60,680 | 60,680 | 66,008 CHF | 66,868 CHF | 99.54% | 99.54% |
| 03/07/2024 | 1.41% | 1.07 CHF | 1.08 CHF | 190,000 | 190,000 | 85,300 | 85,300 | 93,153 CHF | 94,263 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.38% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 85,263 | 85,263 | 95,108 CHF | 96,217 CHF | 100.00% | 100.00% |
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