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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 | 0.50% | 2.00 CHF | 2.01 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,487,950 CHF | 598,180 CHF | 92.63% | 92.63% |
| 12/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,511,380 CHF | 607,550 CHF | 94.01% | 94.01% |
| 11/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,523,790 CHF | 612,517 CHF | 93.84% | 93.84% |
| 10/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,516,100 CHF | 609,441 CHF | 95.74% | 95.74% |
| 09/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,518,320 CHF | 610,328 CHF | 96.57% | 96.57% |
| 08/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,555,320 CHF | 625,128 CHF | 95.33% | 95.33% |
| 05/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,533,600 CHF | 616,440 CHF | 94.95% | 94.95% |
| 04/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,531,330 CHF | 615,532 CHF | 93.12% | 93.12% |
| 03/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,527,860 CHF | 614,144 CHF | 94.49% | 94.49% |
| 02/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,519,050 CHF | 610,618 CHF | 97.66% | 97.66% |
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