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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 | 6.75% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 353,721 | 75,000 | 50,625 CHF | 11,497 CHF | 99.71% | 99.71% |
| 12/07/2024 | 7.76% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 407,477 | 75,000 | 50,440 CHF | 10,063 CHF | 99.01% | 99.01% |
| 11/07/2024 | 7.72% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 406,036 | 75,000 | 50,537 CHF | 10,099 CHF | 99.09% | 99.09% |
| 10/07/2024 | 7.74% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 406,682 | 75,000 | 50,535 CHF | 10,084 CHF | 100.00% | 100.00% |
| 09/07/2024 | 8.14% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 428,048 | 100,000 | 50,443 CHF | 12,801 CHF | 100.00% | 100.00% |
| 08/07/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 418,189 | 100,000 | 50,418 CHF | 13,060 CHF | 100.00% | 100.00% |
| 05/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 420,083 | 100,000 | 50,425 CHF | 13,012 CHF | 98.98% | 98.98% |
| 04/07/2024 | 8.43% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 444,586 | 100,000 | 50,523 CHF | 12,385 CHF | 100.00% | 100.00% |
| 03/07/2024 | 8.68% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 458,962 | 100,000 | 50,595 CHF | 12,026 CHF | 100.00% | 100.00% |
| 02/07/2024 | 9.47% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 493,236 | 100,000 | 49,662 CHF | 11,084 CHF | 100.00% | 100.00% |
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