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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 | 1.16% | 1.63 CHF | 1.65 CHF | 52,000 | 52,000 | 50,486 | 50,486 | 86,219 CHF | 87,229 CHF | 99.98% | 99.98% |
| 12/07/2024 | 1.15% | 1.68 CHF | 1.70 CHF | 52,000 | 52,000 | 50,641 | 50,641 | 87,823 CHF | 88,836 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.14% | 1.82 CHF | 1.84 CHF | 50,000 | 50,000 | 50,263 | 50,263 | 88,104 CHF | 89,109 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.18% | 1.67 CHF | 1.69 CHF | 52,000 | 52,000 | 50,840 | 50,840 | 85,937 CHF | 86,954 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.14% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 49,937 | 49,937 | 87,424 CHF | 88,424 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.11% | 1.73 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,810 CHF | 90,810 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.09% | 1.83 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,174 CHF | 92,174 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.16% | 1.73 CHF | 1.75 CHF | 50,000 | 50,000 | 50,254 | 50,254 | 86,224 CHF | 87,229 CHF | 99.49% | 99.49% |
| 03/07/2024 | 1.26% | 1.58 CHF | 1.60 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 82,270 CHF | 83,310 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.38% | 1.52 CHF | 1.54 CHF | 52,000 | 52,000 | 53,523 | 53,523 | 77,270 CHF | 78,340 CHF | 100.00% | 100.00% |
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