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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 | 1.05% | 1.97 CHF | 1.99 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 134,657 CHF | 136,052 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.14% | 1.90 CHF | 1.92 CHF | 70,000 | 70,000 | 69,222 | 69,222 | 124,736 CHF | 126,131 CHF | 98.46% | 98.46% |
| 11/07/2024 | 1.16% | 1.80 CHF | 1.82 CHF | 70,000 | 70,000 | 69,226 | 69,226 | 122,032 CHF | 123,427 CHF | 98.70% | 98.70% |
| 10/07/2024 | 1.31% | 1.61 CHF | 1.63 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 108,163 CHF | 109,558 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.28% | 1.55 CHF | 1.57 CHF | 70,000 | 70,000 | 69,076 | 69,076 | 110,772 CHF | 112,167 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.24% | 1.68 CHF | 1.70 CHF | 70,000 | 70,000 | 69,074 | 69,074 | 114,086 CHF | 115,480 CHF | 98.21% | 98.21% |
| 05/07/2024 | 1.27% | 1.62 CHF | 1.64 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 111,166 CHF | 112,561 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.24% | 1.63 CHF | 1.65 CHF | 36,000 | 36,000 | 62,067 | 62,067 | 102,351 CHF | 103,599 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.24% | 1.60 CHF | 1.62 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 114,215 CHF | 115,610 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.30% | 1.59 CHF | 1.61 CHF | 70,000 | 70,000 | 69,230 | 69,230 | 109,113 CHF | 110,508 CHF | 100.00% | 100.00% |
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