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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 | 1.59% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,203 CHF | 94,901 CHF | 93.43% | 93.43% |
| 12/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,118 CHF | 94,873 CHF | 95.33% | 95.33% |
| 11/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,197 CHF | 91,566 CHF | 97.78% | 97.78% |
| 10/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,611 CHF | 87,037 CHF | 98.59% | 98.59% |
| 09/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,784 CHF | 89,428 CHF | 97.46% | 97.46% |
| 08/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,642 CHF | 91,047 CHF | 96.09% | 96.09% |
| 05/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,526 CHF | 94,009 CHF | 97.96% | 97.96% |
| 04/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,440 CHF | 93,313 CHF | 97.66% | 97.66% |
| 03/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,688 CHF | 91,063 CHF | 97.39% | 97.39% |
| 02/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,755 CHF | 85,085 CHF | 96.84% | 96.84% |
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