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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 | 0.91% | 1.70 CHF | 1.71 CHF | 152,000 | 152,000 | 68,070 | 68,070 | 115,072 CHF | 115,956 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.94% | 1.67 CHF | 1.68 CHF | 153,000 | 153,000 | 69,077 | 69,077 | 114,458 CHF | 115,358 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.95% | 1.61 CHF | 1.62 CHF | 155,000 | 155,000 | 69,497 | 69,497 | 112,512 CHF | 113,416 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.93% | 1.61 CHF | 1.62 CHF | 154,000 | 154,000 | 67,947 | 67,947 | 112,740 CHF | 113,630 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.89% | 1.72 CHF | 1.73 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 117,010 CHF | 117,888 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.88% | 1.74 CHF | 1.75 CHF | 150,000 | 150,000 | 67,296 | 67,296 | 118,429 CHF | 119,305 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.88% | 1.76 CHF | 1.77 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 117,824 CHF | 118,700 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.87% | 1.75 CHF | 1.76 CHF | 60,000 | 60,000 | 48,299 | 48,299 | 84,600 CHF | 85,285 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.89% | 1.76 CHF | 1.77 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 117,449 CHF | 118,324 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.93% | 1.69 CHF | 1.70 CHF | 151,000 | 151,000 | 67,883 | 67,883 | 113,464 CHF | 114,346 CHF | 100.00% | 100.00% |
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