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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 | 1.48% | 1.61 CHF | 1.62 CHF | 120,000 | 120,000 | 54,048 | 54,048 | 85,926 CHF | 86,902 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.10% | 1.59 CHF | 1.60 CHF | 120,000 | 120,000 | 54,683 | 54,683 | 88,619 CHF | 89,449 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.07% | 1.66 CHF | 1.67 CHF | 122,000 | 122,000 | 55,186 | 55,186 | 91,971 CHF | 92,808 CHF | 99.82% | 99.82% |
| 10/07/2024 | 1.08% | 1.68 CHF | 1.69 CHF | 122,000 | 122,000 | 54,893 | 54,893 | 91,211 CHF | 92,043 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.47% | 1.62 CHF | 1.63 CHF | 120,000 | 120,000 | 53,765 | 53,765 | 85,642 CHF | 86,615 CHF | 99.74% | 99.74% |
| 08/07/2024 | 1.54% | 1.55 CHF | 1.56 CHF | 118,000 | 118,000 | 53,242 | 53,242 | 80,960 CHF | 81,928 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.54% | 1.53 CHF | 1.54 CHF | 118,000 | 118,000 | 52,341 | 52,341 | 79,585 CHF | 80,532 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.67% | 1.51 CHF | 1.53 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 56,397 CHF | 57,299 CHF | 99.98% | 99.98% |
| 03/07/2024 | 1.55% | 1.52 CHF | 1.53 CHF | 116,000 | 116,000 | 52,039 | 52,039 | 77,752 CHF | 78,695 CHF | 99.98% | 99.98% |
| 02/07/2024 | 1.56% | 1.50 CHF | 1.51 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 77,180 CHF | 78,118 CHF | 100.00% | 100.00% |
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