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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 | 1.62% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 82,608 | 75,000 | 52,175 CHF | 48,181 CHF | 96.85% | 96.85% |
| 12/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 81,615 | 75,000 | 52,210 CHF | 48,785 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.61% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 86,098 | 75,000 | 53,528 CHF | 47,443 CHF | 99.08% | 99.08% |
| 10/07/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 91,165 | 75,000 | 51,723 CHF | 43,319 CHF | 96.80% | 96.80% |
| 09/07/2024 | 1.65% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 88,082 | 75,000 | 53,104 CHF | 46,018 CHF | 99.30% | 99.30% |
| 08/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 51,434 CHF | 43,611 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,442 | 75,000 | 51,728 CHF | 43,654 CHF | 98.66% | 98.66% |
| 04/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 94,734 | 75,000 | 52,505 CHF | 42,358 CHF | 97.20% | 97.20% |
| 03/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 96,866 | 75,000 | 52,293 CHF | 41,294 CHF | 90.42% | 90.42% |
| 02/07/2024 | 2.23% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 117,758 | 75,000 | 52,287 CHF | 34,084 CHF | 98.56% | 98.56% |
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