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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 | 1.06% | 1.74 CHF | 1.75 CHF | 124,000 | 124,000 | 55,332 | 55,332 | 94,730 CHF | 95,567 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.07% | 1.67 CHF | 1.68 CHF | 120,000 | 120,000 | 54,572 | 54,572 | 91,589 CHF | 92,415 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.04% | 1.68 CHF | 1.69 CHF | 122,000 | 122,000 | 55,046 | 55,046 | 94,217 CHF | 95,052 CHF | 99.81% | 99.81% |
| 10/07/2024 | 1.03% | 1.77 CHF | 1.78 CHF | 124,000 | 124,000 | 55,241 | 55,241 | 96,270 CHF | 97,106 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.06% | 1.68 CHF | 1.69 CHF | 120,000 | 120,000 | 54,662 | 54,662 | 92,299 CHF | 93,130 CHF | 99.77% | 99.77% |
| 08/07/2024 | 1.46% | 1.69 CHF | 1.70 CHF | 122,000 | 122,000 | 53,735 | 53,735 | 86,990 CHF | 87,962 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.46% | 1.61 CHF | 1.62 CHF | 118,000 | 118,000 | 53,095 | 53,095 | 84,911 CHF | 85,878 CHF | 99.70% | 99.70% |
| 04/07/2024 | 1.57% | 1.59 CHF | 1.61 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 61,388 CHF | 62,314 CHF | 99.81% | 99.81% |
| 03/07/2024 | 1.47% | 1.62 CHF | 1.63 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 83,675 CHF | 84,622 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.49% | 1.59 CHF | 1.60 CHF | 116,000 | 116,000 | 52,127 | 52,127 | 82,044 CHF | 82,987 CHF | 100.00% | 100.00% |
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