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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 | 3.16% | 0.67 CHF | 0.69 CHF | 80,000 | 75,000 | 65,585 | 62,281 | 43,676 CHF | 42,715 CHF | 98.41% | 98.41% |
| 12/07/2024 | 2.32% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,833 CHF | 51,653 CHF | 99.38% | 99.38% |
| 11/07/2024 | 2.67% | 0.66 CHF | 0.68 CHF | 80,000 | 75,000 | 84,829 | 75,000 | 53,237 CHF | 48,423 CHF | 99.15% | 99.15% |
| 10/07/2024 | 2.69% | 0.60 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,865 CHF | 46,113 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.75% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,806 CHF | 46,089 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.75% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,573 CHF | 46,746 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.57% | 0.60 CHF | 0.62 CHF | 90,000 | 75,000 | 88,118 | 75,000 | 54,071 CHF | 47,246 CHF | 99.62% | 99.62% |
| 04/07/2024 | 2.80% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 86,208 | 75,000 | 53,670 CHF | 48,040 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.74% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,400 | 75,000 | 54,776 CHF | 47,237 CHF | 99.73% | 99.73% |
| 02/07/2024 | 2.98% | 0.62 CHF | 0.64 CHF | 90,000 | 75,000 | 88,615 | 75,000 | 52,952 CHF | 46,214 CHF | 99.43% | 99.43% |
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