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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 | 1.18% | 1.90 CHF | 1.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 492,198 CHF | 498,040 CHF | 93.66% | 93.66% |
| 12/07/2024 | 1.03% | 1.98 CHF | 2.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 482,575 CHF | 487,575 CHF | 96.09% | 96.09% |
| 11/07/2024 | 1.28% | 1.87 CHF | 1.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 464,689 CHF | 470,676 CHF | 97.13% | 97.13% |
| 10/07/2024 | 1.17% | 1.76 CHF | 1.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 423,727 CHF | 428,727 CHF | 96.75% | 96.75% |
| 09/07/2024 | 1.16% | 1.67 CHF | 1.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 429,784 CHF | 434,784 CHF | 99.52% | 99.52% |
| 08/07/2024 | 1.18% | 1.68 CHF | 1.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 421,155 CHF | 426,155 CHF | 96.75% | 96.75% |
| 05/07/2024 | 1.17% | 1.64 CHF | 1.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 425,806 CHF | 430,806 CHF | 99.48% | 99.48% |
| 04/07/2024 | 1.18% | 1.71 CHF | 1.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 421,995 CHF | 426,995 CHF | 99.66% | 99.66% |
| 03/07/2024 | 1.19% | 1.67 CHF | 1.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 416,483 CHF | 421,483 CHF | 98.95% | 98.95% |
| 02/07/2024 | 1.24% | 1.65 CHF | 1.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 399,369 CHF | 404,369 CHF | 99.85% | 99.85% |
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