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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 | 2.72% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 135,993 | 75,000 | 51,881 CHF | 29,423 CHF | 96.85% | 96.85% |
| 12/07/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 132,538 | 75,000 | 52,018 CHF | 30,246 CHF | 99.01% | 99.01% |
| 11/07/2024 | 2.70% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 138,470 | 75,000 | 51,792 CHF | 28,856 CHF | 97.54% | 97.54% |
| 10/07/2024 | 3.06% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 161,170 | 75,000 | 51,907 CHF | 24,914 CHF | 96.79% | 96.79% |
| 09/07/2024 | 2.79% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 146,864 | 75,000 | 51,934 CHF | 27,344 CHF | 99.30% | 99.30% |
| 08/07/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 157,560 | 75,000 | 51,981 CHF | 25,527 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 154,078 | 75,000 | 51,532 CHF | 25,852 CHF | 98.66% | 98.66% |
| 04/07/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 163,139 | 75,000 | 52,101 CHF | 24,719 CHF | 97.20% | 97.20% |
| 03/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 167,941 | 75,000 | 52,009 CHF | 24,027 CHF | 90.42% | 90.42% |
| 02/07/2024 | 4.24% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 218,603 | 75,000 | 50,467 CHF | 18,105 CHF | 98.57% | 98.57% |
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