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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 | 0.27% | 3.81 CHF | 3.82 CHF | 20,000 | 20,000 | 20,000 | 9,077 | 75,161 CHF | 34,259 CHF | 95.50% | 95.50% |
| 12/07/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 20,000 | 20,000 | 20,000 | 8,958 | 75,594 CHF | 33,876 CHF | 99.22% | 99.22% |
| 11/07/2024 | 0.25% | 3.77 CHF | 3.78 CHF | 20,000 | 20,000 | 20,000 | 8,997 | 79,108 CHF | 35,311 CHF | 97.79% | 97.79% |
| 10/07/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 20,000 | 20,000 | 20,000 | 9,012 | 78,328 CHF | 35,401 CHF | 97.95% | 97.95% |
| 09/07/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 20,000 | 20,000 | 20,000 | 8,940 | 80,145 CHF | 35,776 CHF | 99.56% | 99.56% |
| 08/07/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 20,000 | 20,000 | 20,000 | 8,998 | 80,408 CHF | 36,158 CHF | 97.77% | 97.77% |
| 05/07/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 20,000 | 20,000 | 20,000 | 9,072 | 78,654 CHF | 35,933 CHF | 95.43% | 95.43% |
| 04/07/2024 | 0.25% | 3.90 CHF | 3.91 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 78,504 CHF | 19,676 CHF | 89.42% | 89.42% |
| 03/07/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 20,000 | 20,000 | 20,000 | 8,993 | 77,948 CHF | 35,110 CHF | 97.26% | 97.26% |
| 02/07/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 20,000 | 20,000 | 20,000 | 8,938 | 76,853 CHF | 34,480 CHF | 98.67% | 98.67% |
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