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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 | 3.66% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 82,790 | 55,185 | 32,960 CHF | 22,930 CHF | 95.94% | 95.94% |
| 12/07/2024 | 5.39% | 0.40 CHF | 0.42 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 13,020 CHF | 13,738 CHF | 99.01% | 99.01% |
| 11/07/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 150,808 | 75,000 | 51,776 CHF | 26,512 CHF | 98.25% | 98.25% |
| 10/07/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 164,396 | 75,000 | 51,901 CHF | 24,462 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 168,658 | 75,000 | 51,681 CHF | 23,749 CHF | 90.00% | 90.00% |
| 08/07/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,190 | 75,000 | 51,658 CHF | 23,521 CHF | 99.89% | 99.89% |
| 05/07/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 160,520 | 75,000 | 52,132 CHF | 25,131 CHF | 98.61% | 98.61% |
| 04/07/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 179,556 | 75,000 | 51,928 CHF | 22,442 CHF | 97.48% | 97.48% |
| 03/07/2024 | 4.27% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 220,243 | 75,000 | 50,463 CHF | 17,982 CHF | 99.71% | 99.71% |
| 02/07/2024 | 5.06% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 263,214 | 75,000 | 50,719 CHF | 15,319 CHF | 95.87% | 95.87% |
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