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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 | 1.15% | 0.85 CHF | 0.86 CHF | 47,000 | 47,000 | 47,170 | 47,170 | 40,901 CHF | 41,373 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 41,817 CHF | 42,287 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 47,000 | 47,000 | 46,973 | 46,973 | 42,458 CHF | 42,928 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 41,623 CHF | 42,093 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 47,000 | 47,000 | 46,944 | 46,944 | 42,473 CHF | 42,943 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 46,000 | 46,000 | 46,304 | 46,304 | 42,744 CHF | 43,207 CHF | 99.69% | 99.69% |
| 05/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 47,000 | 47,000 | 47,174 | 47,174 | 40,955 CHF | 41,427 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 40,423 CHF | 40,903 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 40,005 CHF | 40,485 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 39,425 CHF | 39,905 CHF | 100.00% | 100.00% |
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