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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 | 4.79% | 0.44 CHF | 0.46 CHF | 120,000 | 75,000 | 91,886 | 62,281 | 39,915 CHF | 28,228 CHF | 98.41% | 98.41% |
| 12/07/2024 | 3.98% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 120,907 | 75,000 | 53,017 CHF | 34,238 CHF | 99.38% | 99.38% |
| 11/07/2024 | 4.06% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 131,174 | 75,000 | 51,753 CHF | 30,904 CHF | 99.15% | 99.15% |
| 10/07/2024 | 4.55% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 51,078 CHF | 28,637 CHF | 100.00% | 100.00% |
| 09/07/2024 | 4.54% | 0.35 CHF | 0.37 CHF | 150,000 | 75,000 | 140,190 | 75,000 | 51,099 CHF | 28,610 CHF | 100.00% | 100.00% |
| 08/07/2024 | 4.18% | 0.36 CHF | 0.38 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 52,258 CHF | 29,188 CHF | 100.00% | 100.00% |
| 05/07/2024 | 4.32% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 138,004 | 75,000 | 52,472 CHF | 29,789 CHF | 99.62% | 99.62% |
| 04/07/2024 | 3.71% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 132,002 | 75,000 | 51,579 CHF | 30,426 CHF | 100.00% | 100.00% |
| 03/07/2024 | 4.43% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 138,079 | 75,000 | 52,426 CHF | 29,780 CHF | 99.73% | 99.73% |
| 02/07/2024 | 4.08% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 141,228 | 75,000 | 51,581 CHF | 28,642 CHF | 100.00% | 100.00% |
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