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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% | 1.50 CHF | 1.51 CHF | 124,000 | 124,000 | 55,330 | 55,330 | 81,881 CHF | 82,718 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.24% | 1.43 CHF | 1.44 CHF | 120,000 | 120,000 | 54,579 | 54,579 | 78,948 CHF | 79,774 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.20% | 1.45 CHF | 1.46 CHF | 122,000 | 122,000 | 55,051 | 55,051 | 81,457 CHF | 82,292 CHF | 99.83% | 99.83% |
| 10/07/2024 | 1.20% | 1.53 CHF | 1.54 CHF | 124,000 | 124,000 | 55,242 | 55,242 | 83,331 CHF | 84,167 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.23% | 1.45 CHF | 1.46 CHF | 120,000 | 120,000 | 54,664 | 54,664 | 79,594 CHF | 80,424 CHF | 99.73% | 99.73% |
| 08/07/2024 | 1.70% | 1.46 CHF | 1.47 CHF | 122,000 | 122,000 | 53,736 | 53,736 | 74,554 CHF | 75,527 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.70% | 1.37 CHF | 1.38 CHF | 118,000 | 118,000 | 53,101 | 53,101 | 72,574 CHF | 73,542 CHF | 99.71% | 99.71% |
| 04/07/2024 | 1.83% | 1.36 CHF | 1.38 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 52,427 CHF | 53,353 CHF | 99.81% | 99.81% |
| 03/07/2024 | 1.72% | 1.39 CHF | 1.40 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 71,434 CHF | 72,382 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.75% | 1.35 CHF | 1.36 CHF | 116,000 | 116,000 | 52,127 | 52,127 | 69,892 CHF | 70,836 CHF | 100.00% | 100.00% |
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