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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 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 54,373 CHF | 41,530 CHF | 99.71% | 99.71% |
| 12/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,510 | 75,000 | 51,148 CHF | 38,924 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 101,337 | 75,000 | 51,282 CHF | 38,720 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 103,498 | 75,000 | 51,500 CHF | 38,096 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,366 CHF | 48,605 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,882 CHF | 49,074 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,788 | 100,000 | 51,864 CHF | 47,827 CHF | 98.98% | 98.98% |
| 04/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 117,924 | 100,000 | 52,765 CHF | 45,767 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 118,444 | 100,000 | 52,745 CHF | 45,550 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 126,720 | 100,000 | 52,167 CHF | 42,219 CHF | 100.00% | 100.00% |
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