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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 | 1.36% | 1.36 CHF | 1.37 CHF | 124,000 | 124,000 | 55,331 | 55,331 | 73,985 CHF | 74,822 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.38% | 1.29 CHF | 1.30 CHF | 120,000 | 120,000 | 54,571 | 54,571 | 71,078 CHF | 71,904 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.33% | 1.31 CHF | 1.32 CHF | 122,000 | 122,000 | 55,052 | 55,052 | 73,488 CHF | 74,323 CHF | 99.81% | 99.81% |
| 10/07/2024 | 1.32% | 1.39 CHF | 1.40 CHF | 124,000 | 124,000 | 55,243 | 55,243 | 75,367 CHF | 76,204 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.36% | 1.31 CHF | 1.32 CHF | 120,000 | 120,000 | 54,657 | 54,657 | 71,684 CHF | 72,514 CHF | 99.76% | 99.76% |
| 08/07/2024 | 1.91% | 1.32 CHF | 1.33 CHF | 122,000 | 122,000 | 53,735 | 53,735 | 66,685 CHF | 67,658 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.90% | 1.23 CHF | 1.24 CHF | 118,000 | 118,000 | 53,094 | 53,094 | 64,805 CHF | 65,773 CHF | 99.70% | 99.70% |
| 04/07/2024 | 2.05% | 1.21 CHF | 1.23 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 46,902 CHF | 47,828 CHF | 99.81% | 99.81% |
| 03/07/2024 | 1.93% | 1.24 CHF | 1.25 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 63,773 CHF | 64,721 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.96% | 1.21 CHF | 1.22 CHF | 116,000 | 116,000 | 52,122 | 52,122 | 62,248 CHF | 63,192 CHF | 99.99% | 99.99% |
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