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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 | 1.09% | 1.78 CHF | 1.80 CHF | 73,000 | 73,000 | 72,104 | 72,104 | 131,258 CHF | 132,700 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.10% | 1.85 CHF | 1.87 CHF | 72,000 | 72,000 | 72,088 | 72,088 | 130,318 CHF | 131,760 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.14% | 1.80 CHF | 1.82 CHF | 72,000 | 72,000 | 72,849 | 72,849 | 127,090 CHF | 128,548 CHF | 99.99% | 99.99% |
| 10/07/2024 | 1.20% | 1.67 CHF | 1.69 CHF | 74,000 | 74,000 | 74,011 | 74,011 | 122,377 CHF | 123,858 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.19% | 1.62 CHF | 1.64 CHF | 75,000 | 75,000 | 74,164 | 74,164 | 123,518 CHF | 125,001 CHF | 99.73% | 99.73% |
| 08/07/2024 | 1.19% | 1.66 CHF | 1.68 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 123,424 CHF | 124,904 CHF | 99.32% | 99.32% |
| 05/07/2024 | 1.16% | 1.67 CHF | 1.69 CHF | 74,000 | 74,000 | 73,459 | 73,459 | 125,526 CHF | 126,996 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.18% | 1.70 CHF | 1.72 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 124,802 CHF | 126,282 CHF | 99.59% | 99.59% |
| 03/07/2024 | 1.20% | 1.66 CHF | 1.68 CHF | 74,000 | 74,000 | 74,241 | 74,241 | 123,192 CHF | 124,677 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.26% | 1.59 CHF | 1.61 CHF | 75,000 | 75,000 | 75,421 | 75,421 | 118,589 CHF | 120,097 CHF | 99.99% | 99.99% |
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