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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 | 2.83% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 142,891 | 75,000 | 51,238 CHF | 27,681 CHF | 96.85% | 96.85% |
| 12/07/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 141,921 | 75,000 | 51,672 CHF | 28,127 CHF | 99.01% | 99.01% |
| 11/07/2024 | 2.87% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 146,729 | 75,000 | 51,600 CHF | 27,168 CHF | 99.08% | 99.08% |
| 10/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 162,653 | 75,000 | 51,721 CHF | 24,609 CHF | 96.80% | 96.80% |
| 09/07/2024 | 2.88% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 150,538 | 75,000 | 51,564 CHF | 26,489 CHF | 99.29% | 99.29% |
| 08/07/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 159,771 | 75,000 | 52,122 CHF | 25,219 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 160,129 | 75,000 | 52,343 CHF | 25,271 CHF | 98.66% | 98.66% |
| 04/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 164,515 | 75,000 | 51,827 CHF | 24,396 CHF | 97.20% | 97.20% |
| 03/07/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 169,135 | 75,000 | 51,527 CHF | 23,635 CHF | 90.42% | 90.42% |
| 02/07/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 206,608 | 75,000 | 50,677 CHF | 19,161 CHF | 98.57% | 98.57% |
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