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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 | 0.99% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 450,631 CHF | 151,710 CHF | 97.95% | 97.95% |
| 12/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,832 CHF | 143,111 CHF | 99.08% | 99.08% |
| 11/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,928 CHF | 133,476 CHF | 95.40% | 95.40% |
| 10/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,487 CHF | 130,996 CHF | 88.20% | 88.20% |
| 09/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,327 CHF | 132,276 CHF | 99.41% | 99.41% |
| 08/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 391,950 CHF | 132,150 CHF | 95.56% | 95.56% |
| 05/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,848 CHF | 133,449 CHF | 96.83% | 96.83% |
| 04/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,208 CHF | 133,569 CHF | 99.41% | 99.41% |
| 03/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 403,250 CHF | 135,917 CHF | 97.27% | 97.27% |
| 02/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,422 CHF | 133,307 CHF | 94.60% | 94.60% |
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