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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 | 0.55% | 1.98 CHF | 1.99 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 291,460 CHF | 293,060 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 278,555 CHF | 280,155 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.61% | 1.87 CHF | 1.88 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 278,693 CHF | 280,393 CHF | 99.97% | 99.97% |
| 10/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 259,578 CHF | 261,278 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.71% | 1.35 CHF | 1.36 CHF | 180,000 | 180,000 | 179,581 | 179,581 | 254,625 CHF | 256,425 CHF | 99.90% | 99.90% |
| 08/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 170,000 | 170,000 | 169,712 | 169,712 | 260,919 CHF | 262,619 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.67% | 1.61 CHF | 1.62 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 269,655 CHF | 271,455 CHF | 99.79% | 99.79% |
| 04/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 254,914 CHF | 256,714 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.74% | 1.46 CHF | 1.47 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 256,592 CHF | 258,492 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 227,120 CHF | 229,020 CHF | 100.00% | 100.00% |
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