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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 | 1.76% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 94,318 | 75,000 | 53,024 CHF | 42,979 CHF | 99.61% | 99.61% |
| 12/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 91,111 | 75,000 | 51,258 CHF | 42,960 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 95,805 | 75,000 | 52,859 CHF | 42,161 CHF | 93.88% | 93.88% |
| 10/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,265 CHF | 45,138 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 99,533 | 75,000 | 52,869 CHF | 40,597 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 101,494 | 75,000 | 52,347 CHF | 39,463 CHF | 97.53% | 97.53% |
| 05/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,748 CHF | 40,311 CHF | 98.69% | 98.69% |
| 04/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 53,099 CHF | 40,575 CHF | 87.44% | 87.44% |
| 03/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 98,091 | 75,000 | 53,721 CHF | 41,856 CHF | 99.95% | 99.95% |
| 02/07/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 85,454 | 75,000 | 52,453 CHF | 46,850 CHF | 100.00% | 100.00% |
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