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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 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,855 CHF | 88,785 CHF | 92.72% | 92.72% |
| 12/07/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,073 CHF | 88,191 CHF | 94.95% | 94.95% |
| 11/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 244,823 CHF | 83,108 CHF | 92.70% | 92.70% |
| 10/07/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,415 CHF | 78,972 CHF | 91.28% | 91.28% |
| 09/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 230,749 CHF | 78,416 CHF | 94.96% | 94.96% |
| 08/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 239,678 CHF | 81,393 CHF | 90.16% | 90.16% |
| 05/07/2024 | 1.88% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,154 CHF | 80,551 CHF | 93.24% | 93.24% |
| 04/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,204 CHF | 80,568 CHF | 87.26% | 87.26% |
| 03/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,296 CHF | 75,599 CHF | 96.10% | 96.10% |
| 02/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,354 CHF | 73,618 CHF | 97.35% | 97.35% |
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