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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 | 1.18% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,390 CHF | 127,630 CHF | 92.98% | 92.98% |
| 12/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 401,926 CHF | 135,475 CHF | 94.20% | 94.20% |
| 11/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,676 CHF | 140,059 CHF | 94.49% | 94.49% |
| 10/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,259 CHF | 138,920 CHF | 95.88% | 95.88% |
| 09/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 416,348 CHF | 140,283 CHF | 96.28% | 96.28% |
| 08/07/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 452,968 CHF | 152,489 CHF | 95.66% | 95.66% |
| 05/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 431,038 CHF | 145,179 CHF | 95.22% | 95.22% |
| 04/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,300 CHF | 144,934 CHF | 93.39% | 93.39% |
| 03/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,068 CHF | 144,523 CHF | 94.65% | 94.65% |
| 02/07/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,865 CHF | 143,122 CHF | 97.83% | 97.83% |
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