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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 | 0.68% | 1.47 CHF | 1.48 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 882,498 CHF | 370,208 CHF | 91.68% | 91.68% |
| 12/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 891,131 CHF | 373,805 CHF | 97.68% | 97.68% |
| 11/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 879,156 CHF | 368,815 CHF | 95.50% | 95.50% |
| 10/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 876,566 CHF | 367,736 CHF | 94.66% | 94.66% |
| 09/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 864,658 CHF | 362,774 CHF | 96.83% | 96.83% |
| 08/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 893,764 CHF | 374,902 CHF | 94.18% | 94.18% |
| 05/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 887,109 CHF | 372,129 CHF | 92.33% | 92.33% |
| 04/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 878,609 CHF | 368,587 CHF | 87.60% | 87.60% |
| 03/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 861,307 CHF | 361,378 CHF | 94.42% | 94.42% |
| 02/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 845,804 CHF | 354,918 CHF | 95.72% | 95.72% |
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