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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 | 1.19% | 1.55 CHF | 1.56 CHF | 124,000 | 124,000 | 55,332 | 55,332 | 84,190 CHF | 85,027 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.21% | 1.48 CHF | 1.49 CHF | 120,000 | 120,000 | 54,565 | 54,565 | 81,172 CHF | 81,997 CHF | 99.99% | 99.99% |
| 11/07/2024 | 1.17% | 1.49 CHF | 1.50 CHF | 122,000 | 122,000 | 55,045 | 55,045 | 83,732 CHF | 84,567 CHF | 99.81% | 99.81% |
| 10/07/2024 | 1.16% | 1.57 CHF | 1.58 CHF | 124,000 | 124,000 | 55,240 | 55,240 | 85,688 CHF | 86,524 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.19% | 1.49 CHF | 1.50 CHF | 120,000 | 120,000 | 54,655 | 54,655 | 81,863 CHF | 82,694 CHF | 99.77% | 99.77% |
| 08/07/2024 | 1.65% | 1.50 CHF | 1.51 CHF | 122,000 | 122,000 | 53,730 | 53,730 | 76,754 CHF | 77,727 CHF | 99.99% | 99.99% |
| 05/07/2024 | 1.65% | 1.41 CHF | 1.42 CHF | 118,000 | 118,000 | 53,096 | 53,096 | 74,752 CHF | 75,719 CHF | 99.70% | 99.70% |
| 04/07/2024 | 1.78% | 1.40 CHF | 1.42 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 54,022 CHF | 54,947 CHF | 99.81% | 99.81% |
| 03/07/2024 | 1.67% | 1.43 CHF | 1.44 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 73,625 CHF | 74,572 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.69% | 1.39 CHF | 1.40 CHF | 116,000 | 116,000 | 52,128 | 52,128 | 72,042 CHF | 72,986 CHF | 100.00% | 100.00% |
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