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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% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 452,472 CHF | 152,324 CHF | 98.79% | 98.79% |
| 12/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 457,996 CHF | 154,165 CHF | 99.22% | 99.22% |
| 11/07/2024 | 0.88% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 510,458 CHF | 171,653 CHF | 98.91% | 98.91% |
| 10/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 505,224 CHF | 169,908 CHF | 99.16% | 99.16% |
| 09/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 506,839 CHF | 170,446 CHF | 97.98% | 97.98% |
| 08/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 507,506 CHF | 170,669 CHF | 99.34% | 99.34% |
| 05/07/2024 | 0.94% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 476,645 CHF | 160,382 CHF | 99.34% | 99.34% |
| 04/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 466,869 CHF | 157,123 CHF | 99.56% | 99.56% |
| 03/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,075 CHF | 154,192 CHF | 99.45% | 99.45% |
| 02/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,163 CHF | 145,554 CHF | 99.48% | 99.48% |
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