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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 | 0.87% | 1.13 CHF | 1.14 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 130,567 CHF | 131,702 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 134,818 CHF | 135,933 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 112,000 | 112,000 | 113,320 | 113,320 | 130,501 CHF | 131,635 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.95% | 1.12 CHF | 1.13 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 121,994 CHF | 123,153 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 119,509 CHF | 120,678 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 119,693 CHF | 120,868 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 122,888 CHF | 124,047 CHF | 99.81% | 99.81% |
| 04/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 121,453 CHF | 122,612 CHF | 99.49% | 99.49% |
| 03/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 124,738 CHF | 125,893 CHF | 99.36% | 99.36% |
| 02/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 119,436 CHF | 120,610 CHF | 100.00% | 100.00% |
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