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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 | 0.84% | 1.16 CHF | 1.17 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 133,946 CHF | 135,081 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 138,162 CHF | 139,278 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 112,000 | 112,000 | 113,321 | 113,321 | 133,828 CHF | 134,962 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.92% | 1.15 CHF | 1.16 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 125,360 CHF | 126,519 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 122,932 CHF | 124,101 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 123,097 CHF | 124,272 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.91% | 1.05 CHF | 1.06 CHF | 118,000 | 118,000 | 115,871 | 115,871 | 126,224 CHF | 127,383 CHF | 99.80% | 99.80% |
| 04/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 124,765 CHF | 125,924 CHF | 99.49% | 99.49% |
| 03/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 128,141 CHF | 129,296 CHF | 99.37% | 99.37% |
| 02/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 122,813 CHF | 123,988 CHF | 100.00% | 100.00% |
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