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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 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 557,054 CHF | 187,185 CHF | 92.96% | 92.96% |
| 12/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 579,768 CHF | 194,756 CHF | 94.45% | 94.45% |
| 11/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 592,636 CHF | 199,045 CHF | 94.49% | 94.49% |
| 10/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 589,110 CHF | 197,870 CHF | 95.90% | 95.90% |
| 09/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 592,463 CHF | 198,988 CHF | 96.25% | 96.25% |
| 08/07/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 627,769 CHF | 210,756 CHF | 96.32% | 96.32% |
| 05/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 606,633 CHF | 203,711 CHF | 95.24% | 95.24% |
| 04/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 605,924 CHF | 203,475 CHF | 93.39% | 93.39% |
| 03/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 604,694 CHF | 203,065 CHF | 94.69% | 94.69% |
| 02/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 599,773 CHF | 201,424 CHF | 97.84% | 97.84% |
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