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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 | 0.90% | 1.88 CHF | 1.89 CHF | 94,000 | 94,000 | 41,199 | 41,199 | 79,316 CHF | 79,935 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.90% | 2.02 CHF | 2.03 CHF | 90,000 | 90,000 | 39,488 | 39,488 | 83,022 CHF | 83,626 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.98% | 1.93 CHF | 1.94 CHF | 92,000 | 92,000 | 41,767 | 41,767 | 78,535 CHF | 79,171 CHF | 99.98% | 99.98% |
| 10/07/2024 | 1.04% | 1.71 CHF | 1.72 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 74,026 CHF | 74,679 CHF | 99.89% | 99.89% |
| 09/07/2024 | 1.03% | 1.70 CHF | 1.71 CHF | 96,000 | 96,000 | 43,007 | 43,007 | 74,831 CHF | 75,483 CHF | 99.77% | 99.77% |
| 08/07/2024 | 0.98% | 1.74 CHF | 1.75 CHF | 96,000 | 96,000 | 42,549 | 42,549 | 77,054 CHF | 77,698 CHF | 99.28% | 99.28% |
| 05/07/2024 | 1.01% | 1.74 CHF | 1.75 CHF | 96,000 | 96,000 | 42,854 | 42,854 | 75,052 CHF | 75,701 CHF | 99.99% | 99.99% |
| 04/07/2024 | 1.14% | 1.73 CHF | 1.75 CHF | 39,000 | 39,000 | 31,058 | 31,058 | 54,035 CHF | 54,656 CHF | 99.57% | 99.57% |
| 03/07/2024 | 0.98% | 1.70 CHF | 1.71 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 76,580 CHF | 77,221 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.04% | 1.68 CHF | 1.69 CHF | 96,000 | 96,000 | 42,774 | 42,774 | 73,580 CHF | 74,229 CHF | 99.99% | 99.99% |
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