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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 | 7.22% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 350,801 | 75,000 | 50,667 CHF | 11,658 CHF | 96.85% | 96.85% |
| 12/07/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 337,020 | 75,000 | 50,956 CHF | 12,134 CHF | 99.01% | 99.01% |
| 11/07/2024 | 6.93% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 355,565 | 75,000 | 50,671 CHF | 11,488 CHF | 99.08% | 99.08% |
| 10/07/2024 | 8.08% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 424,570 | 75,000 | 50,431 CHF | 9,668 CHF | 96.79% | 96.79% |
| 09/07/2024 | 7.17% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 376,596 | 75,000 | 50,657 CHF | 10,889 CHF | 99.29% | 99.29% |
| 08/07/2024 | 7.49% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 393,920 | 75,000 | 50,620 CHF | 10,402 CHF | 100.00% | 100.00% |
| 05/07/2024 | 7.36% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 386,716 | 75,000 | 50,633 CHF | 10,582 CHF | 98.66% | 98.66% |
| 04/07/2024 | 7.70% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 404,898 | 75,000 | 50,557 CHF | 10,130 CHF | 97.20% | 97.20% |
| 03/07/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 420,394 | 75,000 | 50,551 CHF | 9,808 CHF | 90.41% | 90.41% |
| 02/07/2024 | 11.25% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 42,088 CHF | 7,063 CHF | 98.57% | 98.57% |
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