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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 | 0.89% | 1.11 CHF | 1.12 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 211,841 CHF | 213,741 CHF | 95.56% | 95.56% |
| 12/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 210,217 CHF | 212,117 CHF | 96.36% | 96.36% |
| 11/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 206,565 CHF | 208,465 CHF | 96.13% | 96.13% |
| 10/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 198,627 CHF | 200,527 CHF | 96.88% | 96.88% |
| 09/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 190,000 | 190,000 | 190,415 | 190,415 | 194,549 CHF | 196,460 CHF | 94.93% | 94.93% |
| 08/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 190,000 | 190,000 | 190,104 | 190,104 | 199,678 CHF | 201,579 CHF | 94.70% | 94.70% |
| 05/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 198,753 CHF | 200,653 CHF | 95.74% | 95.74% |
| 04/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 201,380 CHF | 203,280 CHF | 97.73% | 97.73% |
| 03/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 190,000 | 190,000 | 190,545 | 190,545 | 196,875 CHF | 198,780 CHF | 96.00% | 96.00% |
| 02/07/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,153 CHF | 199,153 CHF | 96.76% | 96.76% |
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