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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 | 0.98% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 96,478 | 96,478 | 97,749 CHF | 98,714 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 98,000 | 98,000 | 95,473 | 95,473 | 94,391 CHF | 95,346 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 98,000 | 98,000 | 95,418 | 95,418 | 93,491 CHF | 94,445 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 97,535 | 97,535 | 98,839 CHF | 99,814 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 97,245 | 97,245 | 96,451 CHF | 97,424 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 97,394 | 97,394 | 98,112 CHF | 99,086 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 95,839 | 95,839 | 91,926 CHF | 92,884 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 98,000 | 98,000 | 95,434 | 95,434 | 87,731 CHF | 88,685 CHF | 99.49% | 99.49% |
| 03/07/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 98,000 | 98,000 | 95,803 | 95,803 | 91,201 CHF | 92,159 CHF | 99.35% | 99.35% |
| 02/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 102,000 | 102,000 | 99,077 | 99,077 | 100,809 CHF | 101,800 CHF | 100.00% | 100.00% |
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