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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 | 0.92% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 485,944 CHF | 163,481 CHF | 92.99% | 92.99% |
| 12/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 503,068 CHF | 169,189 CHF | 94.10% | 94.10% |
| 11/07/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 514,896 CHF | 173,132 CHF | 94.48% | 94.48% |
| 10/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 512,521 CHF | 172,340 CHF | 95.87% | 95.87% |
| 09/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 516,167 CHF | 173,556 CHF | 96.29% | 96.29% |
| 08/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 547,433 CHF | 183,978 CHF | 96.31% | 96.31% |
| 05/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 528,859 CHF | 177,786 CHF | 95.20% | 95.20% |
| 04/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 529,286 CHF | 177,928 CHF | 93.41% | 93.41% |
| 03/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 528,805 CHF | 177,768 CHF | 94.63% | 94.63% |
| 02/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 524,650 CHF | 176,383 CHF | 97.78% | 97.78% |
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