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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 | 0.97% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 460,728 CHF | 155,076 CHF | 99.14% | 99.14% |
| 12/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,769 CHF | 153,756 CHF | 99.20% | 99.20% |
| 11/07/2024 | 0.90% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 495,177 CHF | 166,559 CHF | 98.10% | 98.10% |
| 10/07/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 507,294 CHF | 170,598 CHF | 99.23% | 99.23% |
| 09/07/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 508,927 CHF | 171,142 CHF | 99.21% | 99.21% |
| 08/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 504,944 CHF | 169,815 CHF | 99.20% | 99.20% |
| 05/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 511,345 CHF | 171,948 CHF | 99.20% | 99.20% |
| 04/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 509,597 CHF | 171,366 CHF | 99.23% | 99.23% |
| 03/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 525,818 CHF | 176,773 CHF | 99.22% | 99.22% |
| 02/07/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 501,424 CHF | 168,641 CHF | 99.23% | 99.23% |
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