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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 | 1.40% | 1.70 CHF | 1.71 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 90,881 CHF | 91,857 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.05% | 1.68 CHF | 1.69 CHF | 120,000 | 120,000 | 54,680 | 54,680 | 93,606 CHF | 94,435 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.02% | 1.75 CHF | 1.76 CHF | 122,000 | 122,000 | 55,180 | 55,180 | 97,042 CHF | 97,879 CHF | 99.84% | 99.84% |
| 10/07/2024 | 1.03% | 1.77 CHF | 1.78 CHF | 122,000 | 122,000 | 54,895 | 54,895 | 96,228 CHF | 97,061 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.38% | 1.72 CHF | 1.73 CHF | 120,000 | 120,000 | 53,766 | 53,766 | 90,670 CHF | 91,643 CHF | 99.73% | 99.73% |
| 08/07/2024 | 1.45% | 1.64 CHF | 1.65 CHF | 118,000 | 118,000 | 53,242 | 53,242 | 85,854 CHF | 86,822 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.45% | 1.63 CHF | 1.64 CHF | 118,000 | 118,000 | 52,341 | 52,341 | 84,360 CHF | 85,307 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.57% | 1.60 CHF | 1.62 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 59,785 CHF | 60,688 CHF | 99.98% | 99.98% |
| 03/07/2024 | 1.46% | 1.61 CHF | 1.62 CHF | 116,000 | 116,000 | 52,040 | 52,040 | 82,558 CHF | 83,501 CHF | 99.98% | 99.98% |
| 02/07/2024 | 1.47% | 1.59 CHF | 1.60 CHF | 116,000 | 116,000 | 51,753 | 51,753 | 82,002 CHF | 82,940 CHF | 99.99% | 99.99% |
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