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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 | 0.18% | 5.58 CHF | 5.59 CHF | 178,000 | 178,000 | 98,666 | 98,666 | 546,488 CHF | 547,477 CHF | 98.86% | 98.86% |
| 12/07/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 180,000 | 180,000 | 100,727 | 100,727 | 538,774 CHF | 539,783 CHF | 99.99% | 99.99% |
| 11/07/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 185,000 | 185,000 | 99,464 | 99,464 | 539,759 CHF | 540,760 CHF | 99.98% | 99.98% |
| 10/07/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 180,000 | 180,000 | 100,104 | 100,104 | 539,777 CHF | 540,781 CHF | 99.89% | 99.89% |
| 09/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 183,000 | 183,000 | 101,096 | 101,096 | 537,555 CHF | 538,568 CHF | 99.43% | 99.43% |
| 08/07/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 185,000 | 185,000 | 102,228 | 102,228 | 536,925 CHF | 537,949 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.20% | 5.20 CHF | 5.21 CHF | 185,000 | 185,000 | 103,063 | 103,063 | 528,656 CHF | 529,688 CHF | 99.34% | 99.34% |
| 04/07/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 94,000 | 94,000 | 83,884 | 83,884 | 426,972 CHF | 427,811 CHF | 99.49% | 99.49% |
| 03/07/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 190,000 | 190,000 | 105,018 | 105,018 | 530,990 CHF | 532,042 CHF | 97.93% | 97.93% |
| 02/07/2024 | 0.21% | 5.07 CHF | 5.08 CHF | 190,000 | 190,000 | 105,796 | 105,796 | 524,708 CHF | 525,768 CHF | 99.99% | 99.99% |
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