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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 | 1.17% | 0.85 CHF | 0.86 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 246,537 CHF | 249,437 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 290,000 | 290,000 | 294,017 | 294,017 | 262,098 CHF | 265,038 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 299,825 | 299,825 | 274,847 CHF | 277,847 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 300,012 | 300,012 | 289,607 CHF | 292,607 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 310,000 | 310,000 | 305,576 | 305,576 | 299,252 CHF | 302,310 CHF | 99.73% | 99.73% |
| 08/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 309,037 CHF | 312,137 CHF | 99.31% | 99.31% |
| 05/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 310,000 | 310,000 | 305,928 | 305,928 | 300,226 CHF | 303,285 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 313,560 CHF | 316,660 CHF | 99.65% | 99.65% |
| 03/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 289,035 CHF | 292,036 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 286,450 CHF | 289,450 CHF | 100.00% | 100.00% |
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