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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 | 3.51% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 181,200 | 75,000 | 50,728 CHF | 21,751 CHF | 77.68% | 77.68% |
| 12/07/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 187,699 | 75,000 | 50,896 CHF | 21,097 CHF | 56.57% | 56.57% |
| 11/07/2024 | 3.92% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 193,668 | 75,000 | 48,470 CHF | 19,524 CHF | 98.40% | 98.40% |
| 10/07/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 195,405 | 75,000 | 197,116 | 75,000 | 45,429 CHF | 18,035 CHF | 100.00% | 100.00% |
| 09/07/2024 | 4.67% | 0.22 CHF | 0.23 CHF | 199,222 | 75,000 | 200,148 | 75,000 | 41,901 CHF | 16,453 CHF | 100.00% | 100.00% |
| 08/07/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 202,437 | 75,000 | 202,881 | 75,000 | 38,819 CHF | 15,101 CHF | 100.00% | 100.00% |
| 05/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 203,949 | 75,000 | 203,622 | 75,000 | 38,638 CHF | 14,982 CHF | 98.98% | 98.98% |
| 04/07/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 204,176 | 75,000 | 204,658 | 75,000 | 38,421 CHF | 14,831 CHF | 100.00% | 100.00% |
| 03/07/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 205,306 | 75,000 | 205,631 | 75,000 | 37,217 CHF | 14,325 CHF | 100.00% | 100.00% |
| 02/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 205,433 | 75,000 | 205,583 | 75,000 | 37,157 CHF | 14,306 CHF | 100.00% | 100.00% |
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