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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 | 1.41% | 1.11 CHF | 1.12 CHF | 190,000 | 190,000 | 93,570 | 93,570 | 101,872 CHF | 103,163 CHF | 99.06% | 99.06% |
| 12/07/2024 | 1.55% | 1.08 CHF | 1.09 CHF | 190,000 | 190,000 | 96,427 | 96,427 | 98,112 CHF | 99,450 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.43% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 94,042 | 94,042 | 101,248 CHF | 102,549 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.42% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 101,076 CHF | 102,366 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.37% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 95,322 | 95,322 | 104,089 CHF | 105,396 CHF | 98.82% | 98.82% |
| 08/07/2024 | 1.67% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 97,423 | 97,423 | 93,310 CHF | 94,665 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.93% | 0.86 CHF | 0.87 CHF | 210,000 | 210,000 | 103,021 | 103,021 | 82,366 CHF | 83,789 CHF | 98.97% | 98.97% |
| 04/07/2024 | 1.92% | 0.79 CHF | 0.80 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 58,401 CHF | 59,536 CHF | 99.44% | 99.44% |
| 03/07/2024 | 1.98% | 0.78 CHF | 0.79 CHF | 210,000 | 210,000 | 103,146 | 103,146 | 79,999 CHF | 81,427 CHF | 99.64% | 99.64% |
| 02/07/2024 | 2.06% | 0.75 CHF | 0.76 CHF | 220,000 | 220,000 | 106,685 | 106,685 | 80,011 CHF | 81,489 CHF | 100.00% | 100.00% |
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