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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 | 0.87% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 516,066 CHF | 173,522 CHF | 92.96% | 92.96% |
| 12/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 540,339 CHF | 181,613 CHF | 94.44% | 94.44% |
| 11/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 554,216 CHF | 186,239 CHF | 94.49% | 94.49% |
| 10/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 549,722 CHF | 184,741 CHF | 95.86% | 95.86% |
| 09/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 552,855 CHF | 185,785 CHF | 96.24% | 96.24% |
| 08/07/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 590,444 CHF | 198,315 CHF | 95.35% | 95.35% |
| 05/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 567,319 CHF | 190,606 CHF | 95.22% | 95.22% |
| 04/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 566,048 CHF | 190,183 CHF | 93.40% | 93.40% |
| 03/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 564,204 CHF | 189,568 CHF | 94.70% | 94.70% |
| 02/07/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,876 CHF | 187,792 CHF | 97.83% | 97.83% |
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