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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 | 0.61% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 740,646 CHF | 248,382 CHF | 99.27% | 99.27% |
| 12/07/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 713,194 CHF | 239,231 CHF | 99.27% | 99.27% |
| 11/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 690,211 CHF | 231,570 CHF | 99.27% | 99.27% |
| 10/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 670,236 CHF | 224,912 CHF | 99.27% | 99.27% |
| 09/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 670,213 CHF | 224,904 CHF | 99.27% | 99.27% |
| 08/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 691,901 CHF | 232,134 CHF | 99.22% | 99.22% |
| 05/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 692,226 CHF | 232,242 CHF | 99.26% | 99.26% |
| 04/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 671,700 CHF | 225,400 CHF | 99.27% | 99.27% |
| 03/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 638,181 CHF | 214,227 CHF | 99.27% | 99.27% |
| 02/07/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 569,900 CHF | 191,467 CHF | 99.27% | 99.27% |
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