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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 | 1.33% | 1.53 CHF | 1.55 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 144,175 CHF | 146,100 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.33% | 1.51 CHF | 1.53 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 143,512 CHF | 145,436 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.31% | 1.47 CHF | 1.49 CHF | 96,000 | 96,000 | 96,680 | 96,680 | 147,066 CHF | 149,000 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.23% | 1.58 CHF | 1.60 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 159,672 CHF | 161,645 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.27% | 1.63 CHF | 1.65 CHF | 99,000 | 99,000 | 97,660 | 97,660 | 153,267 CHF | 155,220 CHF | 99.73% | 99.73% |
| 08/07/2024 | 1.21% | 1.66 CHF | 1.68 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 163,171 CHF | 165,152 CHF | 99.31% | 99.31% |
| 05/07/2024 | 1.20% | 1.65 CHF | 1.67 CHF | 99,000 | 99,000 | 99,201 | 99,201 | 163,802 CHF | 165,786 CHF | 99.99% | 99.99% |
| 04/07/2024 | 1.18% | 1.67 CHF | 1.69 CHF | 100,000 | 100,000 | 99,748 | 99,748 | 167,407 CHF | 169,402 CHF | 99.65% | 99.65% |
| 03/07/2024 | 1.17% | 1.71 CHF | 1.73 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 170,293 CHF | 172,296 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.06% | 1.83 CHF | 1.85 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 193,883 CHF | 195,957 CHF | 100.00% | 100.00% |
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