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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 | 1.36% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,637 CHF | 110,712 CHF | 92.93% | 92.93% |
| 12/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,011 CHF | 116,170 CHF | 94.46% | 94.46% |
| 11/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,912 CHF | 120,137 CHF | 94.48% | 94.48% |
| 10/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,501 CHF | 119,667 CHF | 95.85% | 95.85% |
| 09/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 359,123 CHF | 121,208 CHF | 96.25% | 96.25% |
| 08/07/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,203 CHF | 131,234 CHF | 96.32% | 96.32% |
| 05/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,742 CHF | 125,414 CHF | 95.25% | 95.25% |
| 04/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,300 CHF | 125,600 CHF | 93.41% | 93.41% |
| 03/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,119 CHF | 125,540 CHF | 94.68% | 94.68% |
| 02/07/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 369,473 CHF | 124,658 CHF | 97.84% | 97.84% |
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