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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 | 0.95% | 1.09 CHF | 1.10 CHF | 91,000 | 91,000 | 41,160 | 41,160 | 44,053 CHF | 44,465 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.02% | 1.03 CHF | 1.04 CHF | 93,000 | 93,000 | 42,272 | 42,272 | 42,406 CHF | 42,830 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 94,000 | 94,000 | 42,457 | 42,457 | 41,668 CHF | 42,094 CHF | 99.99% | 99.99% |
| 10/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 95,000 | 95,000 | 42,691 | 42,691 | 40,531 CHF | 40,959 CHF | 99.90% | 99.90% |
| 09/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 41,284 CHF | 41,711 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 95,000 | 95,000 | 42,503 | 42,503 | 40,808 CHF | 41,233 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 96,000 | 96,000 | 42,814 | 42,814 | 40,112 CHF | 40,541 CHF | 99.90% | 99.90% |
| 04/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 38,000 | 38,000 | 30,556 | 30,556 | 28,850 CHF | 29,155 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 95,000 | 95,000 | 42,597 | 42,597 | 41,589 CHF | 42,016 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.08% | 0.97 CHF | 0.98 CHF | 94,000 | 94,000 | 42,525 | 42,525 | 40,101 CHF | 40,527 CHF | 100.00% | 100.00% |
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