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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 | 1.09% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,134 CHF | 137,878 CHF | 93.52% | 93.52% |
| 12/07/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 406,784 CHF | 137,095 CHF | 93.19% | 93.19% |
| 11/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 387,850 CHF | 130,783 CHF | 94.55% | 94.55% |
| 10/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,035 CHF | 133,178 CHF | 96.11% | 96.11% |
| 09/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 416,254 CHF | 140,251 CHF | 91.38% | 91.38% |
| 08/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 414,305 CHF | 139,602 CHF | 95.69% | 95.69% |
| 05/07/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,492 CHF | 141,664 CHF | 92.51% | 92.51% |
| 04/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,356 CHF | 139,952 CHF | 90.46% | 90.46% |
| 03/07/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,709 CHF | 139,070 CHF | 96.97% | 96.97% |
| 02/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,543 CHF | 145,014 CHF | 94.85% | 94.85% |
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