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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 | 1.36% | 1.13 CHF | 1.14 CHF | 152,000 | 152,000 | 68,067 | 68,067 | 77,184 CHF | 78,068 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.31% | 1.16 CHF | 1.17 CHF | 153,000 | 153,000 | 69,073 | 69,073 | 80,911 CHF | 81,810 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.28% | 1.21 CHF | 1.22 CHF | 155,000 | 155,000 | 69,500 | 69,500 | 84,105 CHF | 85,009 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.37% | 1.23 CHF | 1.24 CHF | 154,000 | 154,000 | 67,943 | 67,943 | 80,206 CHF | 81,096 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.40% | 1.12 CHF | 1.13 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 74,568 CHF | 75,446 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.44% | 1.10 CHF | 1.11 CHF | 150,000 | 150,000 | 67,314 | 67,314 | 72,386 CHF | 73,263 CHF | 99.71% | 99.71% |
| 05/07/2024 | 1.42% | 1.09 CHF | 1.10 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 73,368 CHF | 74,244 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.38% | 1.09 CHF | 1.10 CHF | 60,000 | 60,000 | 48,297 | 48,297 | 53,115 CHF | 53,800 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.38% | 1.09 CHF | 1.10 CHF | 149,000 | 149,000 | 67,184 | 67,184 | 74,418 CHF | 75,293 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.29% | 1.17 CHF | 1.18 CHF | 151,000 | 151,000 | 67,879 | 67,879 | 80,763 CHF | 81,645 CHF | 100.00% | 100.00% |
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