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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 | 0.44% | 4.77 CHF | 4.79 CHF | 200,000 | 200,000 | 197,824 | 197,824 | 925,909 CHF | 929,895 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.47% | 4.58 CHF | 4.60 CHF | 200,000 | 200,000 | 197,776 | 197,776 | 872,520 CHF | 876,505 CHF | 98.46% | 98.46% |
| 11/07/2024 | 0.48% | 4.41 CHF | 4.43 CHF | 200,000 | 200,000 | 197,784 | 197,784 | 851,096 CHF | 855,082 CHF | 98.60% | 98.60% |
| 10/07/2024 | 0.51% | 4.04 CHF | 4.06 CHF | 210,000 | 210,000 | 207,702 | 207,702 | 829,997 CHF | 834,182 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.51% | 3.98 CHF | 4.00 CHF | 210,000 | 210,000 | 207,232 | 207,232 | 834,929 CHF | 839,114 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.50% | 4.16 CHF | 4.18 CHF | 210,000 | 210,000 | 207,228 | 207,228 | 849,321 CHF | 853,505 CHF | 98.26% | 98.26% |
| 05/07/2024 | 0.51% | 4.03 CHF | 4.05 CHF | 210,000 | 210,000 | 207,701 | 207,701 | 834,593 CHF | 838,778 CHF | 99.99% | 99.99% |
| 04/07/2024 | 0.50% | 4.07 CHF | 4.09 CHF | 110,000 | 110,000 | 186,623 | 186,623 | 765,066 CHF | 768,819 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.50% | 4.02 CHF | 4.04 CHF | 210,000 | 210,000 | 207,702 | 207,702 | 850,756 CHF | 854,940 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.53% | 3.95 CHF | 3.97 CHF | 210,000 | 210,000 | 207,690 | 207,690 | 808,887 CHF | 813,072 CHF | 99.99% | 99.99% |
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