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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 | 3.99% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 84,575 | 62,281 | 40,702 CHF | 31,050 CHF | 98.41% | 98.41% |
| 12/07/2024 | 3.41% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 108,337 | 75,000 | 52,603 CHF | 37,696 CHF | 95.30% | 95.30% |
| 11/07/2024 | 3.52% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 117,374 | 75,000 | 51,771 CHF | 34,338 CHF | 97.93% | 97.93% |
| 10/07/2024 | 3.63% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 126,805 | 75,000 | 52,352 CHF | 32,124 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.72% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 127,748 | 75,000 | 52,544 CHF | 32,028 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.74% | 0.41 CHF | 0.43 CHF | 130,000 | 75,000 | 121,469 | 75,000 | 50,903 CHF | 32,636 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.94% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,321 | 75,000 | 51,349 CHF | 33,297 CHF | 99.62% | 99.62% |
| 04/07/2024 | 3.87% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 52,281 CHF | 33,965 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.63% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 120,569 | 75,000 | 51,482 CHF | 33,212 CHF | 99.73% | 99.73% |
| 02/07/2024 | 3.60% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 125,927 | 75,000 | 51,862 CHF | 32,112 CHF | 99.49% | 99.49% |
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