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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 | 1.02% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 440,854 CHF | 148,451 CHF | 93.43% | 93.43% |
| 12/07/2024 | 1.09% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 411,032 CHF | 138,511 CHF | 94.44% | 94.44% |
| 11/07/2024 | 1.21% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 370,746 CHF | 125,082 CHF | 90.59% | 90.59% |
| 10/07/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 345,788 CHF | 116,763 CHF | 87.08% | 87.08% |
| 09/07/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,756 CHF | 113,419 CHF | 84.42% | 84.42% |
| 08/07/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,581 CHF | 120,027 CHF | 85.88% | 85.88% |
| 05/07/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,104 CHF | 121,868 CHF | 91.16% | 91.16% |
| 04/07/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,165 CHF | 113,888 CHF | 80.00% | 80.00% |
| 03/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,987 CHF | 114,829 CHF | 91.75% | 91.75% |
| 02/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 491,828 | 163,943 | 342,336 CHF | 115,752 CHF | 96.56% | 96.56% |
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