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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 | 1.75% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 255,675 CHF | 86,725 CHF | 92.51% | 92.51% |
| 12/07/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,350 CHF | 85,950 CHF | 94.77% | 94.77% |
| 11/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,978 CHF | 79,826 CHF | 92.71% | 92.71% |
| 10/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,274 CHF | 74,258 CHF | 91.20% | 91.20% |
| 09/07/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,987 CHF | 74,162 CHF | 94.98% | 94.98% |
| 08/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,633 CHF | 77,378 CHF | 90.14% | 90.14% |
| 05/07/2024 | 1.99% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,684 CHF | 76,062 CHF | 93.19% | 93.19% |
| 04/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,521 CHF | 75,674 CHF | 87.26% | 87.26% |
| 03/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 204,466 CHF | 69,655 CHF | 96.10% | 96.10% |
| 02/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,197 CHF | 67,899 CHF | 97.39% | 97.39% |
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