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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 | 0.93% | 1.64 CHF | 1.65 CHF | 190,000 | 190,000 | 93,565 | 93,565 | 155,335 CHF | 156,625 CHF | 99.06% | 99.06% |
| 12/07/2024 | 0.87% | 1.67 CHF | 1.68 CHF | 190,000 | 190,000 | 96,428 | 96,428 | 167,369 CHF | 168,707 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.94% | 1.72 CHF | 1.73 CHF | 200,000 | 200,000 | 94,041 | 94,041 | 157,762 CHF | 159,063 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.93% | 1.67 CHF | 1.68 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 156,330 CHF | 157,620 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.94% | 1.73 CHF | 1.74 CHF | 200,000 | 200,000 | 95,328 | 95,328 | 159,242 CHF | 160,549 CHF | 98.82% | 98.82% |
| 08/07/2024 | 0.87% | 1.77 CHF | 1.78 CHF | 200,000 | 200,000 | 97,424 | 97,424 | 175,209 CHF | 176,564 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.78% | 1.90 CHF | 1.91 CHF | 210,000 | 210,000 | 103,015 | 103,015 | 202,206 CHF | 203,629 CHF | 98.96% | 98.96% |
| 04/07/2024 | 0.77% | 1.98 CHF | 1.99 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 146,524 CHF | 147,659 CHF | 99.44% | 99.44% |
| 03/07/2024 | 0.77% | 1.99 CHF | 2.00 CHF | 210,000 | 210,000 | 103,138 | 103,138 | 206,071 CHF | 207,498 CHF | 99.64% | 99.64% |
| 02/07/2024 | 0.76% | 2.03 CHF | 2.04 CHF | 220,000 | 220,000 | 106,681 | 106,681 | 216,688 CHF | 218,165 CHF | 99.99% | 99.99% |
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