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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 | 1.19% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 374,756 CHF | 126,419 CHF | 92.65% | 92.65% |
| 12/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,558 CHF | 125,353 CHF | 94.90% | 94.90% |
| 11/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,644 CHF | 119,381 CHF | 92.70% | 92.70% |
| 10/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,143 CHF | 113,548 CHF | 91.22% | 91.22% |
| 09/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,560 CHF | 112,687 CHF | 94.90% | 94.90% |
| 08/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,684 CHF | 116,395 CHF | 90.19% | 90.19% |
| 05/07/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,729 CHF | 115,076 CHF | 93.19% | 93.19% |
| 04/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,565 CHF | 114,688 CHF | 87.26% | 87.26% |
| 03/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,840 CHF | 108,447 CHF | 96.02% | 96.02% |
| 02/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,472 CHF | 106,324 CHF | 97.34% | 97.34% |
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