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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 | 3.15% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 67,741 | 62,281 | 42,530 CHF | 40,262 CHF | 98.41% | 98.41% |
| 12/07/2024 | 2.38% | 0.64 CHF | 0.66 CHF | 80,000 | 75,000 | 82,206 | 75,000 | 52,074 CHF | 48,697 CHF | 99.38% | 99.38% |
| 11/07/2024 | 2.90% | 0.62 CHF | 0.64 CHF | 90,000 | 75,000 | 89,690 | 75,000 | 52,826 CHF | 45,475 CHF | 99.15% | 99.15% |
| 10/07/2024 | 2.92% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 91,822 | 75,000 | 51,313 CHF | 43,166 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.89% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 91,360 | 75,000 | 51,032 CHF | 43,134 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.90% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 51,016 CHF | 43,764 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.88% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 51,666 CHF | 44,310 CHF | 99.62% | 99.62% |
| 04/07/2024 | 2.81% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,583 CHF | 45,068 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.69% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 51,699 CHF | 44,255 CHF | 99.73% | 99.73% |
| 02/07/2024 | 3.05% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 95,250 | 75,000 | 53,183 CHF | 43,252 CHF | 100.00% | 100.00% |
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