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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 | 1.25% | 0.77 CHF | 0.78 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 596,510 CHF | 80,535 CHF | 96.14% | 96.14% |
| 12/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 600,097 CHF | 81,013 CHF | 96.46% | 96.46% |
| 11/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 599,120 CHF | 80,883 CHF | 97.64% | 97.64% |
| 10/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 568,366 CHF | 76,782 CHF | 96.44% | 96.44% |
| 09/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 554,654 CHF | 74,954 CHF | 95.47% | 95.47% |
| 08/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 566,212 CHF | 76,495 CHF | 95.49% | 95.49% |
| 05/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 577,604 CHF | 78,014 CHF | 97.89% | 97.89% |
| 04/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 586,193 CHF | 79,159 CHF | 89.13% | 89.13% |
| 03/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 573,304 CHF | 77,441 CHF | 95.48% | 95.48% |
| 02/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 534,323 CHF | 72,243 CHF | 98.55% | 98.55% |
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