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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 | 0.86% | 1.16 CHF | 1.17 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 133,227 CHF | 134,372 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 132,768 CHF | 133,913 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 115,000 | 115,000 | 114,458 | 114,458 | 127,461 CHF | 128,607 CHF | 99.98% | 99.98% |
| 10/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 128,310 CHF | 129,504 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 127,445 CHF | 128,640 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 130,582 CHF | 131,776 CHF | 99.99% | 99.99% |
| 05/07/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 129,461 CHF | 130,655 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 129,004 CHF | 130,199 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 123,497 CHF | 124,692 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 120,491 CHF | 121,686 CHF | 100.00% | 100.00% |
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