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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 | 0.79% | 1.25 CHF | 1.26 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 752,413 CHF | 316,005 CHF | 91.67% | 91.67% |
| 12/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 761,401 CHF | 319,750 CHF | 97.68% | 97.68% |
| 11/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 749,496 CHF | 314,790 CHF | 95.50% | 95.50% |
| 10/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 747,185 CHF | 313,827 CHF | 94.66% | 94.66% |
| 09/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 735,322 CHF | 308,884 CHF | 96.84% | 96.84% |
| 08/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 764,446 CHF | 321,019 CHF | 94.18% | 94.18% |
| 05/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 757,553 CHF | 318,147 CHF | 92.34% | 92.34% |
| 04/07/2024 | 0.80% | 1.25 CHF | 1.25 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 749,223 CHF | 314,676 CHF | 87.61% | 87.61% |
| 03/07/2024 | 0.82% | 1.25 CHF | 1.25 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 732,138 CHF | 307,557 CHF | 94.41% | 94.41% |
| 02/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 716,953 CHF | 301,230 CHF | 95.73% | 95.73% |
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