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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 | 1.50% | 1.03 CHF | 1.04 CHF | 152,000 | 152,000 | 68,094 | 68,094 | 69,843 CHF | 70,727 CHF | 99.90% | 99.90% |
| 12/07/2024 | 1.57% | 1.01 CHF | 1.02 CHF | 153,000 | 153,000 | 69,074 | 69,074 | 68,400 CHF | 69,299 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.60% | 0.95 CHF | 0.96 CHF | 155,000 | 155,000 | 69,506 | 69,506 | 66,276 CHF | 67,180 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.53% | 0.95 CHF | 0.96 CHF | 154,000 | 154,000 | 68,048 | 68,048 | 67,429 CHF | 68,320 CHF | 99.50% | 99.50% |
| 09/07/2024 | 1.43% | 1.05 CHF | 1.06 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 71,990 CHF | 72,868 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.40% | 1.07 CHF | 1.08 CHF | 150,000 | 150,000 | 67,296 | 67,296 | 73,628 CHF | 74,504 CHF | 99.99% | 99.99% |
| 05/07/2024 | 1.41% | 1.09 CHF | 1.10 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 72,932 CHF | 73,807 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.40% | 1.09 CHF | 1.10 CHF | 60,000 | 60,000 | 48,299 | 48,299 | 52,260 CHF | 52,945 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.44% | 1.09 CHF | 1.10 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 72,458 CHF | 73,333 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.55% | 1.02 CHF | 1.03 CHF | 151,000 | 151,000 | 67,882 | 67,882 | 67,920 CHF | 68,802 CHF | 100.00% | 100.00% |
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