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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 | 3.30% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 82,433 | 75,000 | 52,148 CHF | 49,118 CHF | 95.21% | 95.21% |
| 12/07/2024 | 3.23% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 80,463 | 75,000 | 51,540 CHF | 49,628 CHF | 98.92% | 98.92% |
| 11/07/2024 | 3.38% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 88,662 | 75,000 | 54,122 CHF | 47,380 CHF | 89.99% | 89.99% |
| 10/07/2024 | 4.18% | 0.53 CHF | 0.55 CHF | 100,000 | 75,000 | 108,528 | 75,000 | 52,118 CHF | 37,586 CHF | 100.00% | 100.00% |
| 09/07/2024 | 4.11% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 104,940 | 75,000 | 51,678 CHF | 38,519 CHF | 100.00% | 100.00% |
| 08/07/2024 | 4.25% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 110,913 | 75,000 | 52,616 CHF | 37,161 CHF | 99.71% | 99.71% |
| 05/07/2024 | 4.35% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 111,635 | 75,000 | 52,816 CHF | 37,089 CHF | 98.81% | 98.81% |
| 04/07/2024 | 4.38% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 111,767 | 75,000 | 52,152 CHF | 36,586 CHF | 100.00% | 100.00% |
| 03/07/2024 | 4.68% | 0.42 CHF | 0.45 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 51,703 CHF | 33,864 CHF | 99.73% | 99.73% |
| 02/07/2024 | 4.86% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 125,521 | 75,000 | 52,151 CHF | 32,739 CHF | 100.00% | 100.00% |
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