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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 | 1.23% | 1.92 CHF | 1.93 CHF | 120,000 | 120,000 | 54,048 | 54,048 | 102,989 CHF | 103,965 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.92% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 54,683 | 54,683 | 105,956 CHF | 106,786 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.90% | 1.98 CHF | 1.99 CHF | 122,000 | 122,000 | 55,182 | 55,182 | 109,408 CHF | 110,245 CHF | 99.81% | 99.81% |
| 10/07/2024 | 0.91% | 2.00 CHF | 2.01 CHF | 122,000 | 122,000 | 54,893 | 54,893 | 108,689 CHF | 109,522 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.22% | 1.94 CHF | 1.95 CHF | 120,000 | 120,000 | 53,758 | 53,758 | 102,730 CHF | 103,703 CHF | 99.77% | 99.77% |
| 08/07/2024 | 1.27% | 1.87 CHF | 1.88 CHF | 118,000 | 118,000 | 53,242 | 53,242 | 97,821 CHF | 98,789 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.28% | 1.85 CHF | 1.86 CHF | 118,000 | 118,000 | 52,342 | 52,342 | 96,151 CHF | 97,098 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.38% | 1.82 CHF | 1.84 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 68,261 CHF | 69,164 CHF | 99.98% | 99.98% |
| 03/07/2024 | 1.28% | 1.83 CHF | 1.84 CHF | 116,000 | 116,000 | 52,039 | 52,039 | 94,313 CHF | 95,255 CHF | 99.98% | 99.98% |
| 02/07/2024 | 1.29% | 1.82 CHF | 1.83 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 93,711 CHF | 94,649 CHF | 100.00% | 100.00% |
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