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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 | 3.03% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 157,794 | 75,000 | 51,965 CHF | 25,480 CHF | 96.85% | 96.85% |
| 12/07/2024 | 3.05% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 152,772 | 75,000 | 51,769 CHF | 26,236 CHF | 99.01% | 99.01% |
| 11/07/2024 | 3.10% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 161,187 | 75,000 | 52,024 CHF | 25,014 CHF | 99.08% | 99.08% |
| 10/07/2024 | 3.56% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 184,782 | 75,000 | 50,967 CHF | 21,457 CHF | 96.79% | 96.79% |
| 09/07/2024 | 3.23% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 169,277 | 75,000 | 51,650 CHF | 23,692 CHF | 99.30% | 99.30% |
| 08/07/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 180,978 | 75,000 | 51,595 CHF | 22,152 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 178,015 | 75,000 | 51,468 CHF | 22,449 CHF | 98.66% | 98.66% |
| 04/07/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 185,267 | 75,000 | 51,137 CHF | 21,473 CHF | 97.20% | 97.20% |
| 03/07/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 191,769 | 75,000 | 51,211 CHF | 20,830 CHF | 90.41% | 90.41% |
| 02/07/2024 | 4.94% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 257,266 | 75,000 | 50,721 CHF | 15,568 CHF | 98.57% | 98.57% |
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