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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 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,087 CHF | 152,529 CHF | 98.46% | 98.46% |
| 12/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 452,813 CHF | 152,438 CHF | 99.06% | 99.06% |
| 11/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,442 CHF | 149,314 CHF | 97.30% | 97.30% |
| 10/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 431,001 CHF | 145,167 CHF | 98.92% | 98.92% |
| 09/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,072 CHF | 143,857 CHF | 99.10% | 99.10% |
| 08/07/2024 | 0.97% | 1.00 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 460,761 CHF | 155,087 CHF | 98.81% | 98.81% |
| 05/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 454,331 CHF | 152,944 CHF | 99.02% | 99.02% |
| 04/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,561 CHF | 153,687 CHF | 99.41% | 99.41% |
| 03/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,803 CHF | 146,434 CHF | 99.42% | 99.42% |
| 02/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,492 CHF | 137,331 CHF | 98.86% | 98.86% |
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