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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 | 1.56% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,627 CHF | 96,709 CHF | 98.86% | 98.86% |
| 12/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,136 CHF | 98,212 CHF | 98.20% | 98.20% |
| 11/07/2024 | 1.39% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,874 CHF | 109,125 CHF | 97.02% | 97.02% |
| 10/07/2024 | 1.42% | 0.69 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,023 CHF | 106,174 CHF | 80.40% | 98.22% |
| 09/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,848 CHF | 113,116 CHF | 98.14% | 98.14% |
| 08/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 338,374 CHF | 114,291 CHF | 97.95% | 97.95% |
| 05/07/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,859 CHF | 107,120 CHF | 97.52% | 97.52% |
| 04/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,687 CHF | 106,396 CHF | 99.37% | 99.37% |
| 03/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 308,641 CHF | 104,380 CHF | 98.04% | 98.04% |
| 02/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,387 CHF | 100,629 CHF | 97.63% | 97.63% |
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