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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 | 1.32% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,225 CHF | 114,575 CHF | 98.90% | 98.90% |
| 12/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,580 CHF | 122,693 CHF | 99.26% | 99.26% |
| 11/07/2024 | 1.00% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 446,780 CHF | 150,427 CHF | 98.45% | 98.45% |
| 10/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 444,273 CHF | 149,591 CHF | 99.00% | 99.00% |
| 09/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 447,887 CHF | 150,796 CHF | 98.87% | 98.87% |
| 08/07/2024 | 0.95% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,970 CHF | 158,490 CHF | 99.05% | 99.05% |
| 05/07/2024 | 1.16% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 387,101 CHF | 130,534 CHF | 98.68% | 98.68% |
| 04/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,226 CHF | 127,575 CHF | 99.37% | 99.37% |
| 03/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,293 CHF | 128,598 CHF | 99.40% | 99.40% |
| 02/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,700 CHF | 120,067 CHF | 98.97% | 98.97% |
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