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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 | 1.02% | 0.97 CHF | 0.98 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 282,766 CHF | 285,666 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 290,000 | 290,000 | 294,017 | 294,017 | 299,081 CHF | 302,021 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 300,000 | 299,836 | 299,836 | 312,640 CHF | 315,640 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 300,000 | 300,000 | 300,012 | 300,012 | 327,415 CHF | 330,415 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 310,000 | 310,000 | 305,573 | 305,573 | 337,741 CHF | 340,800 CHF | 99.77% | 99.77% |
| 08/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 348,500 CHF | 351,600 CHF | 99.26% | 99.26% |
| 05/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 310,000 | 310,000 | 305,924 | 305,924 | 338,822 CHF | 341,881 CHF | 99.99% | 99.99% |
| 04/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 353,035 CHF | 356,135 CHF | 99.60% | 99.60% |
| 03/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 300,000 | 300,110 | 300,110 | 326,735 CHF | 329,736 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 324,570 CHF | 327,570 CHF | 100.00% | 100.00% |
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