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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 | 1.51% | 1.35 CHF | 1.37 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 126,955 CHF | 128,880 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.51% | 1.33 CHF | 1.35 CHF | 96,000 | 96,000 | 96,228 | 96,228 | 126,254 CHF | 128,178 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.48% | 1.29 CHF | 1.31 CHF | 96,000 | 96,000 | 96,679 | 96,679 | 129,798 CHF | 131,733 CHF | 99.99% | 99.99% |
| 10/07/2024 | 1.38% | 1.41 CHF | 1.43 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 142,053 CHF | 144,026 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.43% | 1.45 CHF | 1.47 CHF | 99,000 | 99,000 | 97,597 | 97,597 | 135,763 CHF | 137,716 CHF | 99.77% | 99.77% |
| 08/07/2024 | 1.35% | 1.49 CHF | 1.51 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 145,534 CHF | 147,515 CHF | 99.29% | 99.29% |
| 05/07/2024 | 1.35% | 1.47 CHF | 1.49 CHF | 99,000 | 99,000 | 99,200 | 99,200 | 146,092 CHF | 148,076 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.32% | 1.49 CHF | 1.51 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 149,616 CHF | 151,611 CHF | 99.63% | 99.63% |
| 03/07/2024 | 1.31% | 1.53 CHF | 1.55 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 152,458 CHF | 154,462 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.18% | 1.65 CHF | 1.67 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 175,469 CHF | 177,543 CHF | 99.99% | 99.99% |
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