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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 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 317,601 CHF | 106,867 CHF | 90.14% | 90.14% |
| 12/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 322,814 CHF | 108,605 CHF | 97.77% | 97.77% |
| 11/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,098 CHF | 106,366 CHF | 95.72% | 95.72% |
| 10/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,979 CHF | 105,993 CHF | 95.41% | 95.41% |
| 09/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 308,268 CHF | 103,756 CHF | 96.73% | 96.73% |
| 08/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,067 CHF | 109,689 CHF | 96.19% | 96.19% |
| 05/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,483 CHF | 108,161 CHF | 91.94% | 91.94% |
| 04/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,539 CHF | 106,513 CHF | 88.83% | 88.83% |
| 03/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 306,433 CHF | 103,144 CHF | 94.28% | 94.28% |
| 02/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,154 CHF | 100,385 CHF | 95.90% | 95.90% |
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