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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 | 2.11% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 110,018 | 75,000 | 51,625 CHF | 35,965 CHF | 98.73% | 98.73% |
| 12/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 108,174 | 75,000 | 52,626 CHF | 37,282 CHF | 98.60% | 98.60% |
| 11/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 101,126 | 75,000 | 50,915 CHF | 38,544 CHF | 99.12% | 99.12% |
| 10/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 51,720 CHF | 39,540 CHF | 99.36% | 99.36% |
| 09/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 97,103 | 75,000 | 52,738 CHF | 41,521 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,557 CHF | 40,167 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.95% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 101,977 | 75,000 | 51,809 CHF | 38,881 CHF | 99.62% | 99.62% |
| 04/07/2024 | 2.05% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 51,206 CHF | 39,198 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 99,324 | 75,000 | 52,832 CHF | 40,661 CHF | 99.72% | 99.72% |
| 02/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,484 | 75,000 | 54,546 CHF | 46,476 CHF | 97.51% | 97.51% |
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