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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 | 1.07% | 0.98 CHF | 0.99 CHF | 235,000 | 235,000 | 102,732 | 102,732 | 99,179 CHF | 100,208 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.19% | 0.93 CHF | 0.94 CHF | 225,000 | 225,000 | 98,467 | 98,467 | 88,482 CHF | 89,488 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 230,000 | 230,000 | 103,670 | 103,670 | 102,055 CHF | 103,094 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 240,000 | 240,000 | 107,294 | 107,294 | 112,918 CHF | 113,993 CHF | 99.89% | 99.89% |
| 09/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 240,000 | 240,000 | 107,169 | 107,169 | 111,737 CHF | 112,811 CHF | 99.73% | 99.73% |
| 08/07/2024 | 1.01% | 1.04 CHF | 1.05 CHF | 240,000 | 240,000 | 105,602 | 105,602 | 106,916 CHF | 107,974 CHF | 99.32% | 99.32% |
| 05/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 240,000 | 240,000 | 106,449 | 106,449 | 110,734 CHF | 111,801 CHF | 99.99% | 99.99% |
| 04/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 96,000 | 96,000 | 76,920 | 76,920 | 80,741 CHF | 81,511 CHF | 99.65% | 99.65% |
| 03/07/2024 | 1.00% | 1.06 CHF | 1.07 CHF | 240,000 | 240,000 | 105,164 | 105,164 | 107,795 CHF | 108,848 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 240,000 | 240,000 | 106,606 | 106,606 | 113,450 CHF | 114,520 CHF | 100.00% | 100.00% |
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