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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 | 0.74% | 1.30 CHF | 1.31 CHF | 152,000 | 152,000 | 149,653 | 149,653 | 201,733 CHF | 203,230 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 150,000 | 150,000 | 149,986 | 149,986 | 202,739 CHF | 204,239 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 152,000 | 152,000 | 150,037 | 150,037 | 198,719 CHF | 200,220 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 152,000 | 152,000 | 153,876 | 153,876 | 184,932 CHF | 186,471 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 187,044 CHF | 188,584 CHF | 99.74% | 99.74% |
| 08/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 154,000 | 154,000 | 154,276 | 154,276 | 184,219 CHF | 185,761 CHF | 99.32% | 99.32% |
| 05/07/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 156,000 | 156,000 | 154,331 | 154,331 | 184,387 CHF | 185,930 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 154,000 | 154,000 | 154,366 | 154,366 | 183,454 CHF | 184,998 CHF | 99.57% | 99.57% |
| 03/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 156,000 | 156,000 | 156,000 | 156,000 | 179,684 CHF | 181,244 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 156,000 | 156,000 | 156,001 | 156,001 | 176,932 CHF | 178,492 CHF | 99.99% | 99.99% |
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