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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 | 1.73% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 92,547 | 75,000 | 52,975 CHF | 43,729 CHF | 99.61% | 99.61% |
| 12/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,410 | 75,000 | 51,777 CHF | 43,710 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 91,469 | 75,000 | 51,389 CHF | 42,911 CHF | 93.88% | 93.88% |
| 10/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 89,880 | 75,000 | 54,089 CHF | 45,888 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.83% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 97,959 | 75,000 | 52,919 CHF | 41,299 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,114 | 75,000 | 52,501 CHF | 40,094 CHF | 97.53% | 97.53% |
| 05/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 99,224 | 75,000 | 53,313 CHF | 41,061 CHF | 98.69% | 98.69% |
| 04/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 99,901 | 75,000 | 54,044 CHF | 41,325 CHF | 87.44% | 87.44% |
| 03/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 93,948 | 75,000 | 52,382 CHF | 42,606 CHF | 99.95% | 99.95% |
| 02/07/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 85,217 | 75,000 | 53,159 CHF | 47,600 CHF | 100.00% | 100.00% |
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