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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 | 1.00% | 1.01 CHF | 1.02 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 112,421 CHF | 113,556 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 104,083 CHF | 105,199 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 112,000 | 112,000 | 113,312 | 113,312 | 112,001 CHF | 113,135 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.92% | 1.02 CHF | 1.03 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 125,532 CHF | 126,691 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 130,047 CHF | 131,216 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 130,979 CHF | 132,154 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 125,090 CHF | 126,249 CHF | 99.82% | 99.82% |
| 04/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 126,566 CHF | 127,725 CHF | 99.50% | 99.50% |
| 03/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 122,497 CHF | 123,653 CHF | 99.37% | 99.37% |
| 02/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 118,000 | 118,000 | 117,470 | 117,470 | 131,315 CHF | 132,490 CHF | 99.99% | 99.99% |
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