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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 | 0.88% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,052 CHF | 114,351 CHF | 92.51% | 92.51% |
| 12/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,284 CHF | 113,761 CHF | 94.95% | 94.95% |
| 11/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 357,012 | 119,004 | 386,396 CHF | 129,989 CHF | 92.68% | 92.68% |
| 10/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,501 CHF | 158,334 CHF | 91.17% | 91.17% |
| 09/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 467,599 CHF | 157,366 CHF | 94.95% | 94.95% |
| 08/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,662 CHF | 161,387 CHF | 90.09% | 90.09% |
| 05/07/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 474,810 CHF | 159,770 CHF | 93.17% | 93.17% |
| 04/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 472,978 CHF | 159,159 CHF | 87.22% | 87.22% |
| 03/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,001 CHF | 152,500 CHF | 95.87% | 95.87% |
| 02/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 442,216 CHF | 148,905 CHF | 97.34% | 97.34% |
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