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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 | 4.79% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 233,876 | 75,000 | 50,517 CHF | 17,004 CHF | 96.85% | 96.85% |
| 12/07/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 229,643 | 75,000 | 50,540 CHF | 17,310 CHF | 99.01% | 99.01% |
| 11/07/2024 | 4.82% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 238,258 | 75,000 | 50,371 CHF | 16,663 CHF | 99.08% | 99.08% |
| 10/07/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 269,666 | 75,000 | 51,084 CHF | 14,966 CHF | 96.80% | 96.80% |
| 09/07/2024 | 4.73% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 244,278 | 75,000 | 50,411 CHF | 16,268 CHF | 99.30% | 99.30% |
| 08/07/2024 | 4.90% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 252,178 | 75,000 | 50,185 CHF | 15,684 CHF | 100.00% | 100.00% |
| 05/07/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 252,631 | 75,000 | 50,226 CHF | 15,671 CHF | 98.66% | 98.66% |
| 04/07/2024 | 5.09% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 264,716 | 75,000 | 50,710 CHF | 15,139 CHF | 97.20% | 97.20% |
| 03/07/2024 | 5.28% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 274,979 | 75,000 | 50,655 CHF | 14,596 CHF | 90.41% | 90.41% |
| 02/07/2024 | 6.65% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 348,641 | 75,000 | 50,678 CHF | 11,676 CHF | 98.57% | 98.57% |
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