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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 | 5.35% | 0.19 CHF | 0.20 CHF | 189,733 | 75,000 | 189,642 | 75,000 | 34,504 CHF | 14,395 CHF | 99.72% | 99.72% |
| 12/07/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 189,781 | 75,000 | 191,169 | 75,000 | 37,014 CHF | 15,271 CHF | 99.01% | 99.01% |
| 11/07/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 190,990 | 75,000 | 194,071 | 75,000 | 40,968 CHF | 16,581 CHF | 99.08% | 99.08% |
| 10/07/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 196,028 | 75,000 | 197,010 | 75,000 | 45,387 CHF | 18,028 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 198,710 | 75,000 | 199,833 | 75,000 | 50,494 CHF | 19,702 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 183,841 | 75,000 | 50,746 CHF | 21,462 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 186,976 | 75,000 | 51,028 CHF | 21,227 CHF | 98.98% | 98.98% |
| 04/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 180,000 | 75,000 | 50,505 CHF | 21,794 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 180,000 | 75,000 | 50,425 CHF | 21,761 CHF | 100.00% | 100.00% |
| 02/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 180,000 | 75,000 | 50,542 CHF | 21,809 CHF | 100.00% | 100.00% |
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