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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 | 1.53% | 1.55 CHF | 1.56 CHF | 120,000 | 120,000 | 54,043 | 54,043 | 82,852 CHF | 83,827 CHF | 99.99% | 99.99% |
| 12/07/2024 | 1.14% | 1.54 CHF | 1.55 CHF | 120,000 | 120,000 | 54,678 | 54,678 | 85,529 CHF | 86,358 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.11% | 1.60 CHF | 1.61 CHF | 122,000 | 122,000 | 55,192 | 55,192 | 88,891 CHF | 89,728 CHF | 99.83% | 99.83% |
| 10/07/2024 | 1.12% | 1.62 CHF | 1.63 CHF | 122,000 | 122,000 | 54,886 | 54,886 | 88,138 CHF | 88,971 CHF | 99.99% | 99.99% |
| 09/07/2024 | 1.52% | 1.57 CHF | 1.58 CHF | 120,000 | 120,000 | 53,755 | 53,755 | 82,721 CHF | 83,694 CHF | 99.77% | 99.77% |
| 08/07/2024 | 1.59% | 1.49 CHF | 1.50 CHF | 118,000 | 118,000 | 53,242 | 53,242 | 77,966 CHF | 78,934 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.60% | 1.48 CHF | 1.49 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 76,569 CHF | 77,515 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.73% | 1.45 CHF | 1.47 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 54,197 CHF | 55,100 CHF | 99.98% | 99.98% |
| 03/07/2024 | 1.62% | 1.46 CHF | 1.47 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 74,798 CHF | 75,741 CHF | 99.98% | 99.98% |
| 02/07/2024 | 1.62% | 1.44 CHF | 1.45 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 74,253 CHF | 75,191 CHF | 100.00% | 100.00% |
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