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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 | 1.12% | 1.64 CHF | 1.65 CHF | 124,000 | 124,000 | 55,331 | 55,331 | 89,607 CHF | 90,444 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.13% | 1.57 CHF | 1.58 CHF | 120,000 | 120,000 | 54,572 | 54,572 | 86,553 CHF | 87,379 CHF | 99.99% | 99.99% |
| 11/07/2024 | 1.10% | 1.59 CHF | 1.60 CHF | 122,000 | 122,000 | 55,051 | 55,051 | 89,123 CHF | 89,958 CHF | 99.82% | 99.82% |
| 10/07/2024 | 1.09% | 1.67 CHF | 1.68 CHF | 124,000 | 124,000 | 55,242 | 55,242 | 91,088 CHF | 91,924 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.12% | 1.59 CHF | 1.60 CHF | 120,000 | 120,000 | 54,658 | 54,658 | 87,221 CHF | 88,052 CHF | 99.76% | 99.76% |
| 08/07/2024 | 1.54% | 1.60 CHF | 1.61 CHF | 122,000 | 122,000 | 53,735 | 53,735 | 82,056 CHF | 83,029 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.55% | 1.51 CHF | 1.52 CHF | 118,000 | 118,000 | 53,099 | 53,099 | 79,978 CHF | 80,945 CHF | 99.71% | 99.71% |
| 04/07/2024 | 1.67% | 1.50 CHF | 1.52 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 57,771 CHF | 58,697 CHF | 99.81% | 99.81% |
| 03/07/2024 | 1.56% | 1.53 CHF | 1.54 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 78,778 CHF | 79,726 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.58% | 1.49 CHF | 1.50 CHF | 116,000 | 116,000 | 52,127 | 52,127 | 77,195 CHF | 78,138 CHF | 100.00% | 100.00% |
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