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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 | 0.75% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 595,428 CHF | 199,976 CHF | 93.34% | 93.34% |
| 12/07/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 563,044 CHF | 189,181 CHF | 94.22% | 94.22% |
| 11/07/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 518,721 CHF | 174,407 CHF | 90.57% | 90.57% |
| 10/07/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 490,263 CHF | 164,921 CHF | 87.14% | 87.14% |
| 09/07/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,392 CHF | 161,297 CHF | 84.53% | 84.53% |
| 08/07/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 500,951 CHF | 168,484 CHF | 85.92% | 85.92% |
| 05/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 507,027 CHF | 170,509 CHF | 91.15% | 91.15% |
| 04/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,506 CHF | 161,335 CHF | 80.00% | 80.00% |
| 03/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 482,216 CHF | 162,239 CHF | 91.66% | 91.66% |
| 02/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,097 CHF | 152,532 CHF | 96.57% | 96.57% |
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