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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 | 1.20% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 186,194 CHF | 62,815 CHF | 99.16% | 99.16% |
| 12/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 191,975 CHF | 64,742 CHF | 99.17% | 99.17% |
| 11/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 187,141 CHF | 63,130 CHF | 99.17% | 99.17% |
| 10/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 190,911 CHF | 64,387 CHF | 99.16% | 99.16% |
| 09/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 186,727 CHF | 62,993 CHF | 99.17% | 99.17% |
| 08/07/2024 | 1.27% | 0.83 CHF | 0.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 176,776 CHF | 59,675 CHF | 99.15% | 99.15% |
| 05/07/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 164,544 CHF | 55,598 CHF | 98.84% | 98.84% |
| 04/07/2024 | 1.48% | 0.73 CHF | 0.74 CHF | 225,000 | 75,000 | 236,981 | 75,000 | 159,102 CHF | 51,525 CHF | 99.00% | 99.00% |
| 03/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 135,411 CHF | 34,603 CHF | 99.17% | 99.17% |
| 02/07/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 124,463 CHF | 31,866 CHF | 99.16% | 99.16% |
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