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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 | 0.22% | 4.71 CHF | 4.72 CHF | 122,000 | 122,000 | 53,633 | 53,633 | 252,187 CHF | 252,724 CHF | 99.96% | 99.96% |
| 12/07/2024 | 0.22% | 4.85 CHF | 4.86 CHF | 120,000 | 120,000 | 53,623 | 53,623 | 251,157 CHF | 251,694 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 122,000 | 122,000 | 53,152 | 53,152 | 251,305 CHF | 251,840 CHF | 99.98% | 99.98% |
| 10/07/2024 | 0.23% | 4.71 CHF | 4.72 CHF | 122,000 | 122,000 | 54,203 | 54,203 | 250,242 CHF | 250,786 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 126,000 | 126,000 | 54,666 | 54,666 | 246,404 CHF | 246,952 CHF | 99.74% | 99.74% |
| 08/07/2024 | 0.24% | 4.34 CHF | 4.35 CHF | 128,000 | 128,000 | 55,868 | 55,868 | 242,071 CHF | 242,630 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.26% | 4.20 CHF | 4.21 CHF | 130,000 | 130,000 | 58,315 | 58,315 | 234,119 CHF | 234,704 CHF | 99.37% | 99.37% |
| 04/07/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 158,438 CHF | 158,845 CHF | 97.60% | 97.60% |
| 03/07/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 136,000 | 136,000 | 59,397 | 59,397 | 231,008 CHF | 231,603 CHF | 99.10% | 99.10% |
| 02/07/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 140,000 | 140,000 | 61,228 | 61,228 | 220,857 CHF | 221,471 CHF | 99.99% | 99.99% |
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