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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 | 3.77% | 0.55 CHF | 0.57 CHF | 100,000 | 75,000 | 77,359 | 62,202 | 42,068 CHF | 35,013 CHF | 98.73% | 98.73% |
| 12/07/2024 | 3.27% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 96,807 | 75,000 | 53,031 CHF | 42,482 CHF | 99.38% | 99.38% |
| 11/07/2024 | 3.10% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 103,473 | 75,000 | 52,241 CHF | 39,120 CHF | 99.15% | 99.15% |
| 10/07/2024 | 3.39% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,233 CHF | 36,842 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.51% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,164 CHF | 36,838 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.17% | 0.47 CHF | 0.49 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 53,160 CHF | 37,411 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.38% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 108,004 | 75,000 | 52,893 CHF | 38,011 CHF | 99.62% | 99.62% |
| 04/07/2024 | 2.83% | 0.49 CHF | 0.51 CHF | 110,000 | 75,000 | 102,375 | 75,000 | 51,218 CHF | 38,617 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.54% | 0.49 CHF | 0.51 CHF | 110,000 | 75,000 | 108,121 | 75,000 | 52,884 CHF | 38,023 CHF | 99.73% | 99.73% |
| 02/07/2024 | 3.04% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 109,584 | 75,000 | 52,057 CHF | 36,834 CHF | 100.00% | 100.00% |
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