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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/07/2024 | 1.93% | 1.23 CHF | 1.26 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 44,467 CHF | 45,331 CHF | 94.57% | 94.57% |
| 24/07/2024 | 0.78% | 1.68 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,984 CHF | 127,974 CHF | 99.67% | 99.67% |
| 23/07/2024 | 0.75% | 1.72 CHF | 1.74 CHF | 75,000 | 75,000 | 74,563 | 74,563 | 127,556 CHF | 128,508 CHF | 98.60% | 98.60% |
| 22/07/2024 | 0.82% | 1.70 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,871 CHF | 168,248 CHF | 99.82% | 99.82% |
| 19/07/2024 | 0.86% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,599 CHF | 120,634 CHF | 99.96% | 99.96% |
| 18/07/2024 | 0.80% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,512 CHF | 127,534 CHF | 99.86% | 99.86% |
| 17/07/2024 | 0.75% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,695 CHF | 122,616 CHF | 100.00% | 100.00% |
| 16/07/2024 | 0.79% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,433 CHF | 127,432 CHF | 100.00% | 100.00% |
| 15/07/2024 | 0.79% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,898 CHF | 129,925 CHF | 99.72% | 99.72% |
| 12/07/2024 | 0.77% | 1.72 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,139 CHF | 129,130 CHF | 98.15% | 98.15% |
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