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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 | 0.80% | 1.19 CHF | 1.20 CHF | 152,000 | 152,000 | 149,653 | 149,653 | 186,102 CHF | 187,599 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 150,000 | 150,000 | 149,986 | 149,986 | 187,035 CHF | 188,535 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 152,000 | 152,000 | 150,031 | 150,031 | 183,056 CHF | 184,557 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.91% | 1.15 CHF | 1.16 CHF | 152,000 | 152,000 | 153,876 | 153,876 | 168,853 CHF | 170,392 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 170,853 CHF | 172,393 CHF | 99.73% | 99.73% |
| 08/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 154,000 | 154,000 | 154,276 | 154,276 | 168,086 CHF | 169,629 CHF | 99.31% | 99.31% |
| 05/07/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 156,000 | 156,000 | 154,331 | 154,331 | 168,171 CHF | 169,715 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 154,000 | 154,000 | 154,365 | 154,365 | 167,295 CHF | 168,838 CHF | 99.55% | 99.55% |
| 03/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 156,000 | 156,000 | 156,000 | 156,000 | 163,312 CHF | 164,872 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 156,000 | 156,000 | 156,001 | 156,001 | 160,781 CHF | 162,341 CHF | 100.00% | 100.00% |
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