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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 | 1.81% | 1.13 CHF | 1.15 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 105,712 CHF | 107,637 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.82% | 1.11 CHF | 1.13 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 105,033 CHF | 106,957 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.77% | 1.07 CHF | 1.09 CHF | 96,000 | 96,000 | 96,679 | 96,679 | 108,420 CHF | 110,355 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.63% | 1.18 CHF | 1.20 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 120,218 CHF | 122,191 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.70% | 1.23 CHF | 1.25 CHF | 99,000 | 99,000 | 97,661 | 97,661 | 114,218 CHF | 116,171 CHF | 99.73% | 99.73% |
| 08/07/2024 | 1.59% | 1.26 CHF | 1.28 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 123,553 CHF | 125,534 CHF | 99.31% | 99.31% |
| 05/07/2024 | 1.59% | 1.25 CHF | 1.27 CHF | 99,000 | 99,000 | 99,201 | 99,201 | 124,122 CHF | 126,106 CHF | 99.99% | 99.99% |
| 04/07/2024 | 1.55% | 1.27 CHF | 1.29 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 127,508 CHF | 129,502 CHF | 99.65% | 99.65% |
| 03/07/2024 | 1.53% | 1.31 CHF | 1.33 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 130,226 CHF | 132,230 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.35% | 1.43 CHF | 1.45 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 152,403 CHF | 154,477 CHF | 100.00% | 100.00% |
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