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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 | 0.80% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,183 CHF | 125,061 CHF | 98.72% | 98.72% |
| 12/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,548 CHF | 123,849 CHF | 70.32% | 70.32% |
| 11/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,060 CHF | 122,353 CHF | 98.78% | 98.78% |
| 10/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,555 CHF | 119,185 CHF | 97.48% | 97.48% |
| 09/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,095 CHF | 118,032 CHF | 98.26% | 98.26% |
| 08/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 344,156 CHF | 115,719 CHF | 98.68% | 98.68% |
| 05/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 348,430 CHF | 117,143 CHF | 98.28% | 98.28% |
| 04/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,937 CHF | 119,312 CHF | 98.06% | 98.06% |
| 03/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 359,581 CHF | 120,860 CHF | 99.00% | 99.00% |
| 02/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 370,233 CHF | 124,411 CHF | 97.76% | 97.76% |
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