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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 | 1.30% | 1.83 CHF | 1.84 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 97,949 CHF | 98,925 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.97% | 1.81 CHF | 1.82 CHF | 120,000 | 120,000 | 54,681 | 54,681 | 100,771 CHF | 101,601 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.95% | 1.88 CHF | 1.89 CHF | 122,000 | 122,000 | 55,189 | 55,189 | 104,278 CHF | 105,115 CHF | 99.82% | 99.82% |
| 10/07/2024 | 0.95% | 1.90 CHF | 1.91 CHF | 122,000 | 122,000 | 54,886 | 54,886 | 103,473 CHF | 104,306 CHF | 99.99% | 99.99% |
| 09/07/2024 | 1.28% | 1.85 CHF | 1.86 CHF | 120,000 | 120,000 | 53,756 | 53,756 | 97,720 CHF | 98,693 CHF | 99.77% | 99.77% |
| 08/07/2024 | 1.34% | 1.77 CHF | 1.78 CHF | 118,000 | 118,000 | 53,243 | 53,243 | 92,794 CHF | 93,762 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.34% | 1.76 CHF | 1.77 CHF | 118,000 | 118,000 | 52,342 | 52,342 | 91,212 CHF | 92,159 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.45% | 1.73 CHF | 1.75 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 64,684 CHF | 65,587 CHF | 99.98% | 99.98% |
| 03/07/2024 | 1.35% | 1.74 CHF | 1.75 CHF | 116,000 | 116,000 | 52,039 | 52,039 | 89,439 CHF | 90,382 CHF | 99.98% | 99.98% |
| 02/07/2024 | 1.36% | 1.72 CHF | 1.73 CHF | 116,000 | 116,000 | 51,746 | 51,746 | 88,757 CHF | 89,694 CHF | 99.99% | 99.99% |
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