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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 | 1.33% | 0.71 CHF | 0.72 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 337,097 CHF | 56,933 CHF | 99.17% | 99.17% |
| 12/07/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 329,129 CHF | 55,605 CHF | 99.17% | 99.17% |
| 11/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 319,740 CHF | 54,040 CHF | 99.16% | 99.16% |
| 10/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 312,682 CHF | 52,864 CHF | 99.16% | 99.16% |
| 09/07/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 299,787 CHF | 50,715 CHF | 99.17% | 99.17% |
| 08/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 311,114 CHF | 52,602 CHF | 99.16% | 99.16% |
| 05/07/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 319,988 CHF | 54,081 CHF | 99.15% | 99.15% |
| 04/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 317,987 CHF | 53,748 CHF | 99.17% | 99.17% |
| 03/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 310,024 CHF | 52,421 CHF | 99.15% | 99.15% |
| 02/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 273,111 CHF | 46,268 CHF | 99.17% | 99.17% |
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