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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 | 1.78% | 1.34 CHF | 1.35 CHF | 120,000 | 120,000 | 54,048 | 54,048 | 71,473 CHF | 72,449 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.32% | 1.32 CHF | 1.33 CHF | 120,000 | 120,000 | 54,677 | 54,677 | 73,954 CHF | 74,784 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.28% | 1.39 CHF | 1.40 CHF | 122,000 | 122,000 | 55,191 | 55,191 | 77,222 CHF | 78,058 CHF | 99.83% | 99.83% |
| 10/07/2024 | 1.29% | 1.41 CHF | 1.42 CHF | 122,000 | 122,000 | 54,892 | 54,892 | 76,424 CHF | 77,257 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.76% | 1.36 CHF | 1.37 CHF | 120,000 | 120,000 | 53,764 | 53,764 | 71,201 CHF | 72,174 CHF | 99.74% | 99.74% |
| 08/07/2024 | 1.86% | 1.28 CHF | 1.29 CHF | 118,000 | 118,000 | 53,241 | 53,241 | 66,691 CHF | 67,659 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.87% | 1.26 CHF | 1.27 CHF | 118,000 | 118,000 | 52,342 | 52,342 | 65,491 CHF | 66,437 CHF | 99.81% | 99.81% |
| 04/07/2024 | 2.03% | 1.24 CHF | 1.26 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 46,301 CHF | 47,203 CHF | 99.98% | 99.98% |
| 03/07/2024 | 1.90% | 1.25 CHF | 1.26 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 63,687 CHF | 64,630 CHF | 99.98% | 99.98% |
| 02/07/2024 | 1.91% | 1.23 CHF | 1.24 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 63,194 CHF | 64,131 CHF | 100.00% | 100.00% |
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