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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 | 3.58% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 181,382 | 75,000 | 51,162 CHF | 21,937 CHF | 96.85% | 96.85% |
| 12/07/2024 | 3.56% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 176,534 | 75,000 | 51,494 CHF | 22,694 CHF | 99.01% | 99.01% |
| 11/07/2024 | 3.65% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 184,945 | 75,000 | 51,195 CHF | 21,578 CHF | 97.19% | 97.19% |
| 10/07/2024 | 4.16% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 214,096 | 75,000 | 50,394 CHF | 18,417 CHF | 96.80% | 96.80% |
| 09/07/2024 | 3.74% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 195,033 | 75,000 | 51,139 CHF | 20,471 CHF | 99.30% | 99.30% |
| 08/07/2024 | 4.00% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 205,364 | 75,000 | 50,318 CHF | 19,151 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 202,755 | 75,000 | 50,360 CHF | 19,388 CHF | 98.66% | 98.66% |
| 04/07/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 212,161 | 75,000 | 50,358 CHF | 18,572 CHF | 97.21% | 97.21% |
| 03/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 216,608 | 75,000 | 49,755 CHF | 18,017 CHF | 90.41% | 90.41% |
| 02/07/2024 | 5.80% | 0.18 CHF | 0.19 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 37,759 CHF | 13,336 CHF | 98.57% | 98.57% |
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