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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 | 2.83% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 150,039 | 75,000 | 52,348 CHF | 26,922 CHF | 99.71% | 99.71% |
| 12/07/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 165,795 | 75,000 | 52,404 CHF | 24,474 CHF | 99.01% | 99.01% |
| 11/07/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 164,714 | 75,000 | 52,102 CHF | 24,488 CHF | 99.09% | 99.09% |
| 10/07/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 166,308 | 75,000 | 52,002 CHF | 24,213 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 172,184 | 100,000 | 51,706 CHF | 31,043 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 170,000 | 100,000 | 52,176 CHF | 31,692 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 173,133 | 100,000 | 51,815 CHF | 30,945 CHF | 98.98% | 98.98% |
| 04/07/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 178,812 | 100,000 | 51,556 CHF | 29,840 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 180,000 | 100,000 | 51,058 CHF | 29,366 CHF | 100.00% | 100.00% |
| 02/07/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 195,270 | 100,000 | 51,610 CHF | 27,465 CHF | 100.00% | 100.00% |
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