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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 | 1.21% | 1.28 CHF | 1.29 CHF | 152,000 | 152,000 | 68,071 | 68,071 | 86,692 CHF | 87,576 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.25% | 1.25 CHF | 1.26 CHF | 153,000 | 153,000 | 69,077 | 69,077 | 85,605 CHF | 86,505 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.27% | 1.19 CHF | 1.20 CHF | 155,000 | 155,000 | 69,493 | 69,493 | 83,583 CHF | 84,486 CHF | 99.98% | 99.98% |
| 10/07/2024 | 1.24% | 1.20 CHF | 1.21 CHF | 154,000 | 154,000 | 67,947 | 67,947 | 84,311 CHF | 85,201 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.16% | 1.30 CHF | 1.31 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 88,851 CHF | 89,729 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.14% | 1.32 CHF | 1.33 CHF | 150,000 | 150,000 | 67,296 | 67,296 | 90,353 CHF | 91,230 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.15% | 1.34 CHF | 1.35 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 89,717 CHF | 90,593 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.14% | 1.34 CHF | 1.35 CHF | 60,000 | 60,000 | 48,299 | 48,299 | 64,330 CHF | 65,015 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.17% | 1.34 CHF | 1.35 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 89,273 CHF | 90,148 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.24% | 1.27 CHF | 1.28 CHF | 151,000 | 151,000 | 67,883 | 67,883 | 84,947 CHF | 85,829 CHF | 100.00% | 100.00% |
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