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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 | 3.23% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 156,960 | 75,000 | 48,108 CHF | 23,801 CHF | 88.73% | 88.73% |
| 12/07/2024 | 3.06% | 0.29 CHF | 0.30 CHF | 160,355 | 75,000 | 156,487 | 75,000 | 50,430 CHF | 24,972 CHF | 97.49% | 97.49% |
| 11/07/2024 | 2.57% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 135,515 | 75,000 | 51,997 CHF | 29,670 CHF | 99.00% | 99.00% |
| 10/07/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 109,979 | 75,000 | 52,424 CHF | 36,501 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.13% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 112,514 | 75,000 | 52,170 CHF | 35,622 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 111,440 | 75,000 | 51,827 CHF | 35,649 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 120,977 | 75,000 | 51,491 CHF | 32,728 CHF | 98.98% | 98.98% |
| 04/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 117,486 | 75,000 | 52,777 CHF | 34,466 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 108,820 | 75,000 | 51,745 CHF | 36,483 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 93,374 | 75,000 | 52,659 CHF | 43,092 CHF | 100.00% | 100.00% |
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