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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 | 0.94% | 1.10 CHF | 1.11 CHF | 300,000 | 300,000 | 135,098 | 135,098 | 147,537 CHF | 148,890 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 300,000 | 136,355 | 136,355 | 150,687 CHF | 152,053 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 305,000 | 305,000 | 137,545 | 137,545 | 154,606 CHF | 155,984 CHF | 99.82% | 99.82% |
| 10/07/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 305,000 | 305,000 | 136,847 | 136,847 | 153,735 CHF | 155,106 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 300,000 | 300,000 | 134,396 | 134,396 | 147,314 CHF | 148,661 CHF | 99.76% | 99.76% |
| 08/07/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 295,000 | 295,000 | 132,093 | 132,093 | 140,697 CHF | 142,020 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 295,000 | 295,000 | 130,758 | 130,758 | 139,489 CHF | 140,799 CHF | 99.81% | 99.81% |
| 04/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 116,000 | 116,000 | 93,151 | 93,151 | 98,789 CHF | 99,720 CHF | 99.98% | 99.98% |
| 03/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 290,000 | 290,000 | 130,001 | 130,001 | 137,645 CHF | 138,947 CHF | 99.98% | 99.98% |
| 02/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 290,000 | 290,000 | 128,879 | 128,879 | 136,301 CHF | 137,593 CHF | 100.00% | 100.00% |
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