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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 | 1.13% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 397,880 CHF | 134,127 CHF | 93.33% | 93.33% |
| 12/07/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,758 CHF | 123,419 CHF | 94.23% | 94.23% |
| 11/07/2024 | 1.39% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,806 CHF | 109,102 CHF | 90.58% | 90.58% |
| 10/07/2024 | 1.52% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 293,585 CHF | 99,362 CHF | 87.07% | 87.07% |
| 09/07/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,863 CHF | 96,788 CHF | 84.57% | 84.57% |
| 08/07/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,985 CHF | 103,828 CHF | 85.99% | 85.99% |
| 05/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,606 CHF | 105,035 CHF | 91.07% | 91.07% |
| 04/07/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,950 CHF | 96,484 CHF | 80.03% | 80.03% |
| 03/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,368 CHF | 97,623 CHF | 91.66% | 91.66% |
| 02/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,039 CHF | 88,513 CHF | 96.56% | 96.56% |
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