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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 | 1.40% | 1.10 CHF | 1.11 CHF | 152,000 | 152,000 | 68,070 | 68,070 | 74,643 CHF | 75,527 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.46% | 1.08 CHF | 1.09 CHF | 153,000 | 153,000 | 69,074 | 69,074 | 73,287 CHF | 74,186 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.49% | 1.02 CHF | 1.03 CHF | 155,000 | 155,000 | 69,505 | 69,505 | 71,170 CHF | 72,073 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.44% | 1.02 CHF | 1.03 CHF | 154,000 | 154,000 | 67,946 | 67,946 | 72,139 CHF | 73,029 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.35% | 1.12 CHF | 1.13 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 76,765 CHF | 77,643 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.32% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 67,298 | 67,298 | 78,381 CHF | 79,257 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.33% | 1.16 CHF | 1.17 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 77,657 CHF | 78,532 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.32% | 1.16 CHF | 1.17 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 55,666 CHF | 56,351 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.35% | 1.16 CHF | 1.17 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 77,199 CHF | 78,074 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.45% | 1.09 CHF | 1.10 CHF | 151,000 | 151,000 | 67,882 | 67,882 | 72,734 CHF | 73,616 CHF | 100.00% | 100.00% |
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