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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 | 3.73% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 191,650 | 75,000 | 51,171 CHF | 20,816 CHF | 70.77% | 70.77% |
| 12/07/2024 | 3.82% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 197,574 | 75,000 | 51,323 CHF | 20,254 CHF | 98.00% | 98.00% |
| 11/07/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 201,852 | 75,000 | 50,354 CHF | 19,473 CHF | 96.31% | 96.31% |
| 10/07/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 207,020 | 75,000 | 50,272 CHF | 18,975 CHF | 99.38% | 99.38% |
| 09/07/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 220,347 | 75,000 | 50,532 CHF | 17,978 CHF | 99.58% | 99.58% |
| 08/07/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 208,552 | 75,000 | 50,336 CHF | 18,859 CHF | 99.85% | 99.85% |
| 05/07/2024 | 3.92% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 200,744 | 75,000 | 51,503 CHF | 20,046 CHF | 95.45% | 95.45% |
| 04/07/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 200,837 | 75,000 | 51,258 CHF | 19,922 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 206,021 | 75,000 | 50,600 CHF | 19,195 CHF | 99.33% | 99.33% |
| 02/07/2024 | 4.72% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 242,965 | 75,000 | 50,288 CHF | 16,280 CHF | 98.96% | 98.96% |
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