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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 | 2.66% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 136,900 | 75,000 | 51,294 CHF | 28,884 CHF | 95.46% | 95.46% |
| 12/07/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 140,900 | 75,000 | 50,829 CHF | 27,812 CHF | 98.90% | 98.90% |
| 11/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 133,798 | 75,000 | 51,719 CHF | 29,764 CHF | 94.09% | 94.09% |
| 10/07/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 140,724 | 75,000 | 51,134 CHF | 28,007 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 145,816 | 75,000 | 51,432 CHF | 27,220 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 140,809 | 75,000 | 51,241 CHF | 28,050 CHF | 83.70% | 83.70% |
| 05/07/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 160,329 | 75,000 | 52,317 CHF | 25,229 CHF | 98.86% | 98.86% |
| 04/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 160,806 | 75,000 | 52,162 CHF | 25,084 CHF | 99.19% | 99.19% |
| 03/07/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 178,186 | 75,000 | 51,594 CHF | 22,497 CHF | 99.82% | 99.82% |
| 02/07/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 165,028 | 75,000 | 52,215 CHF | 24,502 CHF | 86.86% | 86.86% |
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