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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 | 1.41% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,169 CHF | 107,223 CHF | 93.47% | 93.47% |
| 12/07/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,195 CHF | 107,232 CHF | 93.16% | 93.16% |
| 11/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,709 CHF | 102,070 CHF | 94.46% | 94.46% |
| 10/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,128 CHF | 104,876 CHF | 96.10% | 96.10% |
| 09/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,454 CHF | 111,318 CHF | 91.35% | 91.35% |
| 08/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,919 CHF | 111,140 CHF | 95.80% | 95.80% |
| 05/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,469 CHF | 112,990 CHF | 92.56% | 92.56% |
| 04/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 330,299 CHF | 111,600 CHF | 90.47% | 90.47% |
| 03/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,144 CHF | 110,881 CHF | 97.07% | 97.07% |
| 02/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,004 CHF | 116,168 CHF | 94.81% | 94.81% |
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