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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 | 1.37% | 1.74 CHF | 1.75 CHF | 120,000 | 120,000 | 54,048 | 54,048 | 92,837 CHF | 93,813 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.02% | 1.72 CHF | 1.73 CHF | 120,000 | 120,000 | 54,680 | 54,680 | 95,634 CHF | 96,464 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.00% | 1.79 CHF | 1.80 CHF | 122,000 | 122,000 | 55,195 | 55,195 | 99,048 CHF | 99,885 CHF | 99.82% | 99.82% |
| 10/07/2024 | 1.01% | 1.81 CHF | 1.82 CHF | 122,000 | 122,000 | 54,894 | 54,894 | 98,292 CHF | 99,125 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.36% | 1.75 CHF | 1.76 CHF | 120,000 | 120,000 | 53,765 | 53,765 | 92,571 CHF | 93,544 CHF | 99.75% | 99.75% |
| 08/07/2024 | 1.42% | 1.68 CHF | 1.69 CHF | 118,000 | 118,000 | 53,242 | 53,242 | 87,787 CHF | 88,755 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.42% | 1.66 CHF | 1.67 CHF | 118,000 | 118,000 | 52,338 | 52,338 | 86,258 CHF | 87,205 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.54% | 1.64 CHF | 1.66 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 61,214 CHF | 62,117 CHF | 99.98% | 99.98% |
| 03/07/2024 | 1.43% | 1.64 CHF | 1.65 CHF | 116,000 | 116,000 | 52,039 | 52,039 | 84,422 CHF | 85,365 CHF | 99.98% | 99.98% |
| 02/07/2024 | 1.44% | 1.63 CHF | 1.64 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 83,884 CHF | 84,821 CHF | 100.00% | 100.00% |
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