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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 | 0.20% | 5.09 CHF | 5.10 CHF | 122,000 | 122,000 | 53,627 | 53,627 | 272,520 CHF | 273,057 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.20% | 5.23 CHF | 5.24 CHF | 120,000 | 120,000 | 53,622 | 53,622 | 271,530 CHF | 272,067 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 122,000 | 122,000 | 53,156 | 53,156 | 271,515 CHF | 272,049 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.21% | 5.09 CHF | 5.10 CHF | 122,000 | 122,000 | 54,203 | 54,203 | 270,918 CHF | 271,461 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 126,000 | 126,000 | 54,666 | 54,666 | 267,216 CHF | 267,764 CHF | 99.74% | 99.74% |
| 08/07/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 128,000 | 128,000 | 55,868 | 55,868 | 263,297 CHF | 263,857 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.23% | 4.58 CHF | 4.59 CHF | 130,000 | 130,000 | 58,314 | 58,314 | 256,295 CHF | 256,880 CHF | 99.37% | 99.37% |
| 04/07/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 173,915 CHF | 174,322 CHF | 97.59% | 97.59% |
| 03/07/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 136,000 | 136,000 | 59,389 | 59,389 | 253,664 CHF | 254,259 CHF | 99.09% | 99.09% |
| 02/07/2024 | 0.26% | 4.04 CHF | 4.05 CHF | 140,000 | 140,000 | 61,235 | 61,235 | 244,314 CHF | 244,927 CHF | 100.00% | 100.00% |
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