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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 | 1.06% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,704 CHF | 95,235 CHF | 92.67% | 92.67% |
| 12/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,215 CHF | 94,738 CHF | 94.76% | 94.76% |
| 11/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 402,060 CHF | 135,520 CHF | 92.71% | 92.71% |
| 10/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 385,589 CHF | 130,030 CHF | 91.19% | 91.19% |
| 09/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,620 CHF | 129,040 CHF | 94.89% | 94.89% |
| 08/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 394,794 CHF | 133,098 CHF | 90.09% | 90.09% |
| 05/07/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,881 CHF | 131,460 CHF | 93.12% | 93.12% |
| 04/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,357 CHF | 130,952 CHF | 87.24% | 87.24% |
| 03/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 368,552 CHF | 124,351 CHF | 96.01% | 96.01% |
| 02/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,200 CHF | 120,900 CHF | 97.35% | 97.35% |
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