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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 | 1.47% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,984 CHF | 68,661 CHF | 92.11% | 92.11% |
| 12/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,458 CHF | 70,153 CHF | 94.00% | 94.00% |
| 11/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,942 CHF | 67,647 CHF | 93.65% | 93.65% |
| 10/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,867 CHF | 67,622 CHF | 87.73% | 87.73% |
| 09/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,431 CHF | 65,144 CHF | 93.78% | 93.78% |
| 08/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,249 CHF | 68,750 CHF | 89.68% | 89.68% |
| 05/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,369 CHF | 69,790 CHF | 98.72% | 98.72% |
| 04/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,762 CHF | 63,921 CHF | 86.02% | 86.02% |
| 03/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,410 CHF | 62,470 CHF | 94.48% | 94.48% |
| 02/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 175,970 CHF | 59,657 CHF | 95.03% | 95.03% |
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