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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 | 1.51% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,618 CHF | 100,039 CHF | 92.77% | 92.77% |
| 12/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 292,888 CHF | 99,129 CHF | 94.79% | 94.79% |
| 11/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,203 CHF | 93,568 CHF | 92.72% | 92.72% |
| 10/07/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,304 CHF | 88,935 CHF | 91.20% | 91.20% |
| 09/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,216 CHF | 88,239 CHF | 94.97% | 94.97% |
| 08/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,186 CHF | 91,562 CHF | 90.26% | 90.26% |
| 05/07/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,165 CHF | 90,555 CHF | 93.20% | 93.20% |
| 04/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,696 CHF | 90,065 CHF | 87.26% | 87.26% |
| 03/07/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 248,836 CHF | 84,445 CHF | 96.02% | 96.02% |
| 02/07/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,375 CHF | 81,959 CHF | 97.39% | 97.39% |
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