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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 | 2.04% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 101,726 | 75,000 | 51,449 CHF | 38,738 CHF | 96.84% | 96.84% |
| 12/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 101,201 | 75,000 | 52,301 CHF | 39,563 CHF | 99.00% | 99.00% |
| 11/07/2024 | 2.03% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 105,160 | 75,000 | 52,072 CHF | 37,955 CHF | 99.07% | 99.07% |
| 10/07/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,645 | 75,000 | 51,997 CHF | 33,083 CHF | 96.80% | 96.80% |
| 09/07/2024 | 2.11% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 110,297 | 75,000 | 51,821 CHF | 36,072 CHF | 99.30% | 99.30% |
| 08/07/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,542 | 75,000 | 52,655 CHF | 33,524 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 119,938 | 75,000 | 52,864 CHF | 33,809 CHF | 98.66% | 98.66% |
| 04/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 121,970 | 75,000 | 51,643 CHF | 32,526 CHF | 97.19% | 97.19% |
| 03/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 126,906 | 75,000 | 52,025 CHF | 31,553 CHF | 90.41% | 90.41% |
| 02/07/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 165,920 | 75,000 | 51,832 CHF | 24,211 CHF | 98.56% | 98.56% |
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