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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 | 0.64% | 1.55 CHF | 1.56 CHF | 38,000 | 38,000 | 38,080 | 38,080 | 58,883 CHF | 59,264 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 38,000 | 38,000 | 38,222 | 38,222 | 58,670 CHF | 59,052 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 38,000 | 38,000 | 38,011 | 38,011 | 59,343 CHF | 59,723 CHF | 99.98% | 99.98% |
| 10/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 39,000 | 39,000 | 39,178 | 39,178 | 55,852 CHF | 56,244 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 39,000 | 39,000 | 38,999 | 38,999 | 55,944 CHF | 56,335 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.66% | 1.46 CHF | 1.47 CHF | 39,000 | 39,000 | 38,849 | 38,849 | 58,313 CHF | 58,701 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 38,000 | 38,000 | 38,077 | 38,077 | 59,575 CHF | 59,956 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 58,998 CHF | 59,378 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 38,000 | 38,000 | 38,271 | 38,271 | 58,543 CHF | 58,926 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 39,000 | 39,000 | 39,512 | 39,512 | 55,416 CHF | 55,811 CHF | 100.00% | 100.00% |
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