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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 | 1.08% | 1.55 CHF | 1.56 CHF | 94,000 | 94,000 | 41,199 | 41,199 | 65,721 CHF | 66,341 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.06% | 1.69 CHF | 1.70 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 70,145 CHF | 70,749 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.19% | 1.60 CHF | 1.61 CHF | 92,000 | 92,000 | 41,764 | 41,764 | 64,738 CHF | 65,374 CHF | 99.98% | 99.98% |
| 10/07/2024 | 1.29% | 1.38 CHF | 1.39 CHF | 96,000 | 96,000 | 43,062 | 43,062 | 59,545 CHF | 60,198 CHF | 99.89% | 99.89% |
| 09/07/2024 | 1.27% | 1.37 CHF | 1.38 CHF | 96,000 | 96,000 | 43,011 | 43,011 | 60,454 CHF | 61,106 CHF | 99.72% | 99.72% |
| 08/07/2024 | 1.19% | 1.40 CHF | 1.41 CHF | 96,000 | 96,000 | 42,549 | 42,549 | 62,898 CHF | 63,542 CHF | 99.32% | 99.32% |
| 05/07/2024 | 1.25% | 1.41 CHF | 1.42 CHF | 96,000 | 96,000 | 42,860 | 42,860 | 60,740 CHF | 61,388 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.42% | 1.40 CHF | 1.42 CHF | 39,000 | 39,000 | 31,058 | 31,058 | 43,581 CHF | 44,202 CHF | 99.57% | 99.57% |
| 03/07/2024 | 1.19% | 1.37 CHF | 1.38 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 62,442 CHF | 63,082 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.29% | 1.34 CHF | 1.35 CHF | 96,000 | 96,000 | 42,773 | 42,773 | 59,120 CHF | 59,769 CHF | 99.99% | 99.99% |
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