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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 | 0.68% | 1.50 CHF | 1.51 CHF | 305,000 | 305,000 | 132,981 | 132,981 | 198,844 CHF | 200,176 CHF | 96.89% | 96.89% |
| 12/07/2024 | 0.69% | 1.55 CHF | 1.56 CHF | 300,000 | 300,000 | 134,015 | 134,015 | 199,441 CHF | 200,783 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 305,000 | 305,000 | 132,576 | 132,576 | 199,692 CHF | 201,025 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.71% | 1.50 CHF | 1.51 CHF | 305,000 | 305,000 | 134,624 | 134,624 | 196,603 CHF | 197,953 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 315,000 | 315,000 | 138,185 | 138,185 | 195,778 CHF | 197,164 CHF | 97.08% | 97.08% |
| 08/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 320,000 | 320,000 | 139,465 | 139,465 | 188,020 CHF | 189,418 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.84% | 1.29 CHF | 1.30 CHF | 325,000 | 325,000 | 145,670 | 145,670 | 177,816 CHF | 179,278 CHF | 99.39% | 99.39% |
| 04/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 119,000 | 119,000 | 101,091 | 101,091 | 118,515 CHF | 119,526 CHF | 97.60% | 97.60% |
| 03/07/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 340,000 | 340,000 | 139,925 | 139,925 | 163,663 CHF | 165,065 CHF | 93.42% | 93.42% |
| 02/07/2024 | 0.97% | 1.08 CHF | 1.09 CHF | 350,000 | 350,000 | 152,559 | 152,559 | 161,025 CHF | 162,553 CHF | 100.00% | 100.00% |
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