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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 | 0.86% | 1.15 CHF | 1.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 260,010 CHF | 87,420 CHF | 96.56% | 96.56% |
| 12/07/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 254,765 CHF | 85,672 CHF | 98.92% | 98.92% |
| 11/07/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 256,289 CHF | 86,180 CHF | 99.07% | 99.07% |
| 10/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 244,255 CHF | 82,168 CHF | 96.59% | 96.59% |
| 09/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 241,784 CHF | 81,345 CHF | 98.03% | 98.03% |
| 08/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 227,483 CHF | 76,578 CHF | 98.74% | 98.74% |
| 05/07/2024 | 1.09% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,390 CHF | 92,463 CHF | 94.94% | 94.94% |
| 04/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 275,929 CHF | 92,977 CHF | 98.65% | 98.65% |
| 03/07/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,703 CHF | 91,234 CHF | 99.06% | 99.06% |
| 02/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 297,952 | 99,317 | 274,211 CHF | 92,397 CHF | 98.65% | 98.65% |
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