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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 | 1.16% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 386,441 CHF | 130,314 CHF | 92.93% | 92.93% |
| 12/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 401,142 CHF | 135,214 CHF | 94.13% | 94.13% |
| 11/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,482 CHF | 138,994 CHF | 94.48% | 94.48% |
| 10/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 411,022 CHF | 138,507 CHF | 95.84% | 95.84% |
| 09/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 414,634 CHF | 139,711 CHF | 96.27% | 96.27% |
| 08/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,595 CHF | 149,365 CHF | 96.31% | 96.31% |
| 05/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,595 CHF | 143,698 CHF | 95.23% | 95.23% |
| 04/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,733 CHF | 144,078 CHF | 93.41% | 93.41% |
| 03/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,872 CHF | 144,124 CHF | 94.71% | 94.71% |
| 02/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,405 CHF | 142,968 CHF | 97.80% | 97.80% |
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