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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 | 3.22% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 160,532 | 75,000 | 51,905 CHF | 25,070 CHF | 96.85% | 96.85% |
| 12/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 155,293 | 75,000 | 51,962 CHF | 25,932 CHF | 99.00% | 99.00% |
| 11/07/2024 | 3.19% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 164,900 | 75,000 | 51,838 CHF | 24,414 CHF | 99.00% | 99.00% |
| 10/07/2024 | 3.86% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 200,326 | 75,000 | 50,975 CHF | 19,847 CHF | 96.80% | 96.80% |
| 09/07/2024 | 3.37% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 176,750 | 75,000 | 51,529 CHF | 22,717 CHF | 99.30% | 99.30% |
| 08/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 204,545 | 75,000 | 50,377 CHF | 19,233 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.98% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 204,314 | 75,000 | 50,336 CHF | 19,247 CHF | 98.66% | 98.66% |
| 04/07/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 215,932 | 75,000 | 50,456 CHF | 18,305 CHF | 97.21% | 97.21% |
| 03/07/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 221,543 | 75,000 | 50,383 CHF | 17,903 CHF | 90.42% | 90.42% |
| 02/07/2024 | 6.21% | 0.17 CHF | 0.18 CHF | 300,000 | 75,000 | 327,140 | 75,000 | 51,043 CHF | 12,482 CHF | 98.57% | 98.57% |
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