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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 | 1.67% | 1.43 CHF | 1.44 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 76,341 CHF | 77,317 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.24% | 1.41 CHF | 1.42 CHF | 120,000 | 120,000 | 54,680 | 54,680 | 78,900 CHF | 79,730 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.20% | 1.48 CHF | 1.49 CHF | 122,000 | 122,000 | 55,188 | 55,188 | 82,202 CHF | 83,039 CHF | 99.82% | 99.82% |
| 10/07/2024 | 1.21% | 1.50 CHF | 1.51 CHF | 122,000 | 122,000 | 54,893 | 54,893 | 81,397 CHF | 82,230 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.65% | 1.45 CHF | 1.46 CHF | 120,000 | 120,000 | 53,765 | 53,765 | 76,163 CHF | 77,136 CHF | 99.73% | 99.73% |
| 08/07/2024 | 1.74% | 1.37 CHF | 1.38 CHF | 118,000 | 118,000 | 53,241 | 53,241 | 71,505 CHF | 72,473 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.75% | 1.36 CHF | 1.37 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 70,231 CHF | 71,178 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.89% | 1.33 CHF | 1.35 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 49,671 CHF | 50,574 CHF | 99.98% | 99.98% |
| 03/07/2024 | 1.76% | 1.34 CHF | 1.35 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 68,426 CHF | 69,369 CHF | 99.98% | 99.98% |
| 02/07/2024 | 1.77% | 1.32 CHF | 1.33 CHF | 116,000 | 116,000 | 51,741 | 51,741 | 67,929 CHF | 68,867 CHF | 99.99% | 99.99% |
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