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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 | 3.96% | 0.52 CHF | 0.54 CHF | 100,000 | 75,000 | 78,801 | 62,281 | 40,306 CHF | 33,008 CHF | 98.41% | 98.41% |
| 12/07/2024 | 3.34% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 101,531 | 75,000 | 52,401 CHF | 40,052 CHF | 99.38% | 99.38% |
| 11/07/2024 | 3.36% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 110,731 | 75,000 | 52,226 CHF | 36,684 CHF | 99.15% | 99.15% |
| 10/07/2024 | 3.43% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 53,223 CHF | 34,426 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.73% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 53,029 CHF | 34,403 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.67% | 0.44 CHF | 0.46 CHF | 120,000 | 75,000 | 118,494 | 75,000 | 53,312 CHF | 35,013 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.49% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 114,160 | 75,000 | 52,226 CHF | 35,555 CHF | 99.62% | 99.62% |
| 04/07/2024 | 3.72% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 51,270 CHF | 36,280 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.60% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 113,564 | 75,000 | 51,941 CHF | 35,583 CHF | 99.73% | 99.73% |
| 02/07/2024 | 3.42% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 117,066 | 75,000 | 51,849 CHF | 34,455 CHF | 100.00% | 100.00% |
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