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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 | 1.63% | 0.58 CHF | 0.59 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 456,894 CHF | 61,919 CHF | 96.15% | 96.15% |
| 12/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 460,578 CHF | 62,410 CHF | 96.47% | 96.47% |
| 11/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 459,774 CHF | 62,303 CHF | 97.65% | 97.65% |
| 10/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 429,250 CHF | 58,233 CHF | 96.44% | 96.44% |
| 09/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 415,827 CHF | 56,444 CHF | 95.46% | 95.46% |
| 08/07/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 427,395 CHF | 57,986 CHF | 95.49% | 95.49% |
| 05/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 438,688 CHF | 59,492 CHF | 97.89% | 97.89% |
| 04/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 447,270 CHF | 60,636 CHF | 89.13% | 89.13% |
| 03/07/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 434,522 CHF | 58,936 CHF | 95.47% | 95.47% |
| 02/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 395,772 CHF | 53,770 CHF | 98.55% | 98.55% |
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