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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 | 1.27% | 1.45 CHF | 1.46 CHF | 124,000 | 124,000 | 55,331 | 55,331 | 79,090 CHF | 79,927 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.28% | 1.38 CHF | 1.39 CHF | 120,000 | 120,000 | 54,567 | 54,567 | 76,158 CHF | 76,983 CHF | 99.99% | 99.99% |
| 11/07/2024 | 1.24% | 1.40 CHF | 1.41 CHF | 122,000 | 122,000 | 55,044 | 55,044 | 78,641 CHF | 79,476 CHF | 99.82% | 99.82% |
| 10/07/2024 | 1.24% | 1.48 CHF | 1.49 CHF | 124,000 | 124,000 | 55,241 | 55,241 | 80,538 CHF | 81,374 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.27% | 1.40 CHF | 1.41 CHF | 120,000 | 120,000 | 54,660 | 54,660 | 76,758 CHF | 77,588 CHF | 99.77% | 99.77% |
| 08/07/2024 | 1.77% | 1.41 CHF | 1.42 CHF | 122,000 | 122,000 | 53,735 | 53,735 | 71,802 CHF | 72,775 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.77% | 1.32 CHF | 1.33 CHF | 118,000 | 118,000 | 53,090 | 53,090 | 69,816 CHF | 70,784 CHF | 99.69% | 99.69% |
| 04/07/2024 | 1.91% | 1.30 CHF | 1.32 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 50,432 CHF | 51,357 CHF | 99.81% | 99.81% |
| 03/07/2024 | 1.79% | 1.33 CHF | 1.34 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 68,661 CHF | 69,608 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.82% | 1.30 CHF | 1.31 CHF | 116,000 | 116,000 | 52,127 | 52,127 | 67,188 CHF | 68,132 CHF | 100.00% | 100.00% |
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