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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 | 1.91% | 1.25 CHF | 1.26 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 66,573 CHF | 67,549 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.42% | 1.23 CHF | 1.24 CHF | 120,000 | 120,000 | 54,681 | 54,681 | 69,013 CHF | 69,843 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.36% | 1.30 CHF | 1.31 CHF | 122,000 | 122,000 | 55,192 | 55,192 | 72,199 CHF | 73,035 CHF | 99.83% | 99.83% |
| 10/07/2024 | 1.38% | 1.32 CHF | 1.33 CHF | 122,000 | 122,000 | 54,892 | 54,892 | 71,444 CHF | 72,276 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.90% | 1.26 CHF | 1.27 CHF | 120,000 | 120,000 | 53,766 | 53,766 | 66,305 CHF | 67,278 CHF | 99.73% | 99.73% |
| 08/07/2024 | 2.01% | 1.19 CHF | 1.20 CHF | 118,000 | 118,000 | 53,241 | 53,241 | 61,882 CHF | 62,850 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.02% | 1.17 CHF | 1.18 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 60,750 CHF | 61,697 CHF | 99.81% | 99.81% |
| 04/07/2024 | 2.19% | 1.15 CHF | 1.17 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 42,920 CHF | 43,823 CHF | 99.98% | 99.98% |
| 03/07/2024 | 2.05% | 1.15 CHF | 1.16 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 58,921 CHF | 59,864 CHF | 99.98% | 99.98% |
| 02/07/2024 | 2.06% | 1.14 CHF | 1.15 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 58,486 CHF | 59,424 CHF | 100.00% | 100.00% |
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