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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 | 1.22% | 1.29 CHF | 1.30 CHF | 310,000 | 310,000 | 138,919 | 138,919 | 176,779 CHF | 178,585 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.22% | 1.28 CHF | 1.29 CHF | 310,000 | 310,000 | 136,328 | 136,328 | 172,517 CHF | 174,284 CHF | 99.93% | 99.93% |
| 11/07/2024 | 1.23% | 1.24 CHF | 1.25 CHF | 300,000 | 300,000 | 134,247 | 134,247 | 168,136 CHF | 169,880 CHF | 99.67% | 99.67% |
| 10/07/2024 | 1.22% | 1.26 CHF | 1.27 CHF | 300,000 | 300,000 | 134,288 | 134,288 | 169,298 CHF | 171,042 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.42% | 1.25 CHF | 1.26 CHF | 300,000 | 300,000 | 134,440 | 134,440 | 167,014 CHF | 169,023 CHF | 99.62% | 99.62% |
| 08/07/2024 | 1.45% | 1.20 CHF | 1.21 CHF | 290,000 | 290,000 | 132,292 | 132,292 | 161,314 CHF | 163,328 CHF | 99.72% | 99.72% |
| 05/07/2024 | 1.23% | 1.25 CHF | 1.26 CHF | 300,000 | 300,000 | 133,856 | 133,856 | 168,127 CHF | 169,869 CHF | 99.69% | 99.69% |
| 04/07/2024 | 1.22% | 1.25 CHF | 1.26 CHF | 120,000 | 120,000 | 96,102 | 96,102 | 120,218 CHF | 121,579 CHF | 99.91% | 99.91% |
| 03/07/2024 | 1.43% | 1.26 CHF | 1.27 CHF | 300,000 | 300,000 | 134,199 | 134,199 | 168,380 CHF | 170,413 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.43% | 1.24 CHF | 1.25 CHF | 300,000 | 300,000 | 133,443 | 133,443 | 165,674 CHF | 167,699 CHF | 100.00% | 100.00% |
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