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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 | 1.29% | 0.80 CHF | 0.81 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 575,807 CHF | 77,774 CHF | 96.15% | 96.15% |
| 12/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 572,237 CHF | 77,298 CHF | 96.47% | 96.47% |
| 11/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 573,177 CHF | 77,424 CHF | 97.65% | 97.65% |
| 10/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 601,163 CHF | 81,155 CHF | 96.44% | 96.44% |
| 09/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 614,915 CHF | 82,989 CHF | 95.47% | 95.47% |
| 08/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 602,569 CHF | 81,343 CHF | 95.49% | 95.49% |
| 05/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 594,660 CHF | 80,288 CHF | 97.89% | 97.89% |
| 04/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 586,372 CHF | 79,183 CHF | 89.14% | 89.14% |
| 03/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 598,094 CHF | 80,746 CHF | 95.48% | 95.48% |
| 02/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 634,460 CHF | 85,595 CHF | 98.55% | 98.55% |
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