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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 | 1.03% | 1.50 CHF | 1.51 CHF | 152,000 | 152,000 | 68,070 | 68,070 | 101,483 CHF | 102,367 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.06% | 1.47 CHF | 1.48 CHF | 153,000 | 153,000 | 69,078 | 69,078 | 100,679 CHF | 101,579 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.08% | 1.41 CHF | 1.42 CHF | 155,000 | 155,000 | 69,507 | 69,507 | 98,660 CHF | 99,564 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.06% | 1.41 CHF | 1.42 CHF | 154,000 | 154,000 | 67,946 | 67,946 | 99,125 CHF | 100,015 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.00% | 1.52 CHF | 1.53 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 103,512 CHF | 104,390 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.99% | 1.54 CHF | 1.55 CHF | 150,000 | 150,000 | 67,317 | 67,317 | 105,019 CHF | 105,896 CHF | 99.71% | 99.71% |
| 05/07/2024 | 0.99% | 1.56 CHF | 1.57 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 104,397 CHF | 105,272 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.98% | 1.55 CHF | 1.56 CHF | 60,000 | 60,000 | 48,299 | 48,299 | 74,935 CHF | 75,620 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.00% | 1.56 CHF | 1.57 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 103,957 CHF | 104,832 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.05% | 1.49 CHF | 1.50 CHF | 151,000 | 151,000 | 67,883 | 67,883 | 99,787 CHF | 100,669 CHF | 100.00% | 100.00% |
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