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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 | 1.14% | 1.36 CHF | 1.37 CHF | 240,000 | 240,000 | 107,277 | 107,277 | 144,414 CHF | 145,807 CHF | 99.99% | 99.99% |
| 12/07/2024 | 1.17% | 1.37 CHF | 1.38 CHF | 240,000 | 240,000 | 107,376 | 107,376 | 142,651 CHF | 144,046 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.23% | 1.28 CHF | 1.29 CHF | 240,000 | 240,000 | 106,909 | 106,909 | 136,032 CHF | 137,426 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.26% | 1.23 CHF | 1.24 CHF | 240,000 | 240,000 | 107,362 | 107,362 | 132,342 CHF | 133,737 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.23% | 1.24 CHF | 1.25 CHF | 240,000 | 240,000 | 107,364 | 107,364 | 133,409 CHF | 134,804 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.20% | 1.27 CHF | 1.28 CHF | 240,000 | 240,000 | 107,383 | 107,383 | 137,720 CHF | 139,115 CHF | 99.99% | 99.99% |
| 05/07/2024 | 1.19% | 1.29 CHF | 1.30 CHF | 240,000 | 240,000 | 107,067 | 107,067 | 138,333 CHF | 139,725 CHF | 99.70% | 99.70% |
| 04/07/2024 | 1.16% | 1.31 CHF | 1.32 CHF | 96,000 | 96,000 | 76,586 | 76,586 | 100,622 CHF | 101,710 CHF | 98.80% | 98.80% |
| 03/07/2024 | 1.15% | 1.36 CHF | 1.37 CHF | 230,000 | 230,000 | 104,408 | 104,408 | 139,975 CHF | 141,327 CHF | 99.35% | 99.35% |
| 02/07/2024 | 1.14% | 1.34 CHF | 1.35 CHF | 230,000 | 230,000 | 103,114 | 103,114 | 139,412 CHF | 140,753 CHF | 99.99% | 99.99% |
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