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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% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 48,094 | 36,035 | 73,781 CHF | 55,561 CHF | 91.23% | 91.23% |
| 12/07/2024 | 1.37% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 48,869 | 37,062 | 67,351 CHF | 52,215 CHF | 81.26% | 81.26% |
| 11/07/2024 | 1.30% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 48,004 | 36,123 | 66,526 CHF | 50,400 CHF | 87.32% | 87.32% |
| 10/07/2024 | 1.33% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 49,711 | 38,187 | 67,798 CHF | 52,467 CHF | 76.71% | 76.71% |
| 09/07/2024 | 1.25% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 47,625 | 35,524 | 69,713 CHF | 52,771 CHF | 95.83% | 95.83% |
| 08/07/2024 | 1.54% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 54,910 | 34,847 | 68,881 CHF | 45,488 CHF | 93.39% | 93.39% |
| 05/07/2024 | 1.54% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 55,442 | 35,353 | 65,257 CHF | 42,154 CHF | 98.24% | 98.24% |
| 04/07/2024 | 1.60% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 54,863 | 34,253 | 64,168 CHF | 40,654 CHF | 84.02% | 84.02% |
| 03/07/2024 | 1.62% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 55,507 | 35,483 | 63,148 CHF | 40,767 CHF | 97.10% | 97.10% |
| 02/07/2024 | 1.84% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 60,481 | 35,586 | 61,920 CHF | 37,933 CHF | 94.39% | 94.39% |
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