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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 | 0.91% | 1.86 CHF | 1.87 CHF | 94,000 | 94,000 | 41,194 | 41,194 | 78,433 CHF | 79,053 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.90% | 2.00 CHF | 2.01 CHF | 90,000 | 90,000 | 39,489 | 39,489 | 82,319 CHF | 82,923 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.99% | 1.91 CHF | 1.92 CHF | 92,000 | 92,000 | 41,765 | 41,765 | 77,650 CHF | 78,286 CHF | 99.98% | 99.98% |
| 10/07/2024 | 1.05% | 1.69 CHF | 1.70 CHF | 96,000 | 96,000 | 43,062 | 43,062 | 72,896 CHF | 73,549 CHF | 99.89% | 99.89% |
| 09/07/2024 | 1.04% | 1.68 CHF | 1.69 CHF | 96,000 | 96,000 | 43,009 | 43,009 | 73,773 CHF | 74,426 CHF | 99.73% | 99.73% |
| 08/07/2024 | 0.99% | 1.71 CHF | 1.72 CHF | 96,000 | 96,000 | 42,549 | 42,549 | 76,059 CHF | 76,703 CHF | 99.32% | 99.32% |
| 05/07/2024 | 1.03% | 1.72 CHF | 1.73 CHF | 96,000 | 96,000 | 42,860 | 42,860 | 73,997 CHF | 74,646 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.16% | 1.71 CHF | 1.73 CHF | 39,000 | 39,000 | 31,057 | 31,057 | 53,209 CHF | 53,830 CHF | 99.59% | 99.59% |
| 03/07/2024 | 0.99% | 1.68 CHF | 1.69 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 75,590 CHF | 76,230 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.06% | 1.65 CHF | 1.66 CHF | 96,000 | 96,000 | 42,779 | 42,779 | 72,468 CHF | 73,117 CHF | 100.00% | 100.00% |
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