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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 | 0.84% | 1.20 CHF | 1.21 CHF | 83,000 | 83,000 | 83,023 | 83,023 | 98,570 CHF | 99,400 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 83,000 | 83,000 | 83,297 | 83,297 | 97,619 CHF | 98,451 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.84% | 1.14 CHF | 1.15 CHF | 84,000 | 84,000 | 83,237 | 83,237 | 98,604 CHF | 99,437 CHF | 99.95% | 99.95% |
| 10/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 83,000 | 83,000 | 83,483 | 83,483 | 97,659 CHF | 98,493 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 84,000 | 84,000 | 83,871 | 83,871 | 97,578 CHF | 98,417 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 83,000 | 83,000 | 82,362 | 82,362 | 100,460 CHF | 101,284 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 83,000 | 83,000 | 83,055 | 83,055 | 99,066 CHF | 99,897 CHF | 99.99% | 99.99% |
| 04/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 83,000 | 83,000 | 83,584 | 83,584 | 98,130 CHF | 98,966 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 85,000 | 85,000 | 84,828 | 84,828 | 95,565 CHF | 96,413 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 86,000 | 86,000 | 86,495 | 86,495 | 91,505 CHF | 92,370 CHF | 100.00% | 100.00% |
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