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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 | 1.10% | 1.75 CHF | 1.77 CHF | 55,000 | 55,000 | 54,277 | 54,277 | 97,917 CHF | 99,003 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.12% | 1.82 CHF | 1.84 CHF | 54,000 | 54,000 | 54,774 | 54,774 | 97,235 CHF | 98,331 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.12% | 1.81 CHF | 1.83 CHF | 54,000 | 54,000 | 54,715 | 54,715 | 97,019 CHF | 98,114 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.16% | 1.72 CHF | 1.74 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 93,936 CHF | 95,036 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.15% | 1.70 CHF | 1.72 CHF | 55,000 | 55,000 | 54,965 | 54,965 | 94,983 CHF | 96,083 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.12% | 1.75 CHF | 1.77 CHF | 55,000 | 55,000 | 54,673 | 54,673 | 97,223 CHF | 98,317 CHF | 99.99% | 99.99% |
| 05/07/2024 | 1.11% | 1.77 CHF | 1.79 CHF | 55,000 | 55,000 | 54,522 | 54,522 | 97,347 CHF | 98,438 CHF | 99.82% | 99.82% |
| 04/07/2024 | 1.05% | 1.91 CHF | 1.93 CHF | 53,000 | 53,000 | 53,448 | 53,448 | 101,006 CHF | 102,075 CHF | 99.50% | 99.50% |
| 03/07/2024 | 1.08% | 1.86 CHF | 1.88 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 99,410 CHF | 100,490 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.10% | 1.84 CHF | 1.86 CHF | 54,000 | 54,000 | 54,218 | 54,218 | 97,887 CHF | 98,971 CHF | 99.99% | 99.99% |
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