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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 | 1.06% | 0.97 CHF | 0.98 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 704,016 CHF | 94,869 CHF | 96.14% | 96.14% |
| 12/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 700,485 CHF | 94,398 CHF | 96.46% | 96.46% |
| 11/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 701,279 CHF | 94,504 CHF | 97.65% | 97.65% |
| 10/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 728,860 CHF | 98,181 CHF | 96.44% | 96.44% |
| 09/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 742,415 CHF | 99,989 CHF | 95.45% | 95.45% |
| 08/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 730,033 CHF | 98,338 CHF | 95.49% | 95.49% |
| 05/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 722,295 CHF | 97,306 CHF | 97.89% | 97.89% |
| 04/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 714,074 CHF | 96,210 CHF | 89.13% | 89.13% |
| 03/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 725,877 CHF | 97,784 CHF | 95.48% | 95.48% |
| 02/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 761,891 CHF | 102,585 CHF | 98.55% | 98.55% |
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