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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 | 4.11% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 86,561 | 62,281 | 39,891 CHF | 29,760 CHF | 98.41% | 98.41% |
| 12/07/2024 | 3.49% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 111,843 | 75,000 | 52,060 CHF | 36,177 CHF | 99.38% | 99.38% |
| 11/07/2024 | 3.69% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 123,791 | 75,000 | 52,135 CHF | 32,840 CHF | 99.15% | 99.15% |
| 10/07/2024 | 4.03% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 130,719 | 75,000 | 51,210 CHF | 30,596 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.83% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 130,791 | 75,000 | 51,153 CHF | 30,484 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.80% | 0.39 CHF | 0.41 CHF | 130,000 | 75,000 | 130,000 | 75,000 | 51,892 CHF | 31,099 CHF | 100.00% | 100.00% |
| 05/07/2024 | 4.01% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 128,101 | 75,000 | 52,088 CHF | 31,760 CHF | 99.62% | 99.62% |
| 04/07/2024 | 4.15% | 0.41 CHF | 0.43 CHF | 130,000 | 75,000 | 125,114 | 75,000 | 51,883 CHF | 32,436 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.54% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 128,619 | 75,000 | 52,325 CHF | 31,621 CHF | 99.73% | 99.73% |
| 02/07/2024 | 4.08% | 0.41 CHF | 0.43 CHF | 130,000 | 75,000 | 133,127 | 75,000 | 51,989 CHF | 30,613 CHF | 100.00% | 100.00% |
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