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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 | 1.45% | 0.68 CHF | 0.69 CHF | 450,000 | 75,000 | 361,804 | 75,000 | 247,653 CHF | 52,155 CHF | 99.17% | 99.17% |
| 12/07/2024 | 1.48% | 0.71 CHF | 0.72 CHF | 300,000 | 75,000 | 442,760 | 75,000 | 295,908 CHF | 50,925 CHF | 99.17% | 99.17% |
| 11/07/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 286,045 CHF | 48,424 CHF | 99.16% | 99.16% |
| 10/07/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 288,432 CHF | 48,822 CHF | 99.16% | 99.16% |
| 09/07/2024 | 1.51% | 0.61 CHF | 0.62 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 295,168 CHF | 49,945 CHF | 99.17% | 99.17% |
| 08/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 303,185 CHF | 51,281 CHF | 99.15% | 99.15% |
| 05/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 450,000 | 75,000 | 431,510 | 75,000 | 298,885 CHF | 52,783 CHF | 99.16% | 99.16% |
| 04/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 287,089 CHF | 48,598 CHF | 99.16% | 99.16% |
| 03/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 260,705 CHF | 44,201 CHF | 99.17% | 99.17% |
| 02/07/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 241,679 CHF | 41,030 CHF | 99.16% | 99.16% |
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