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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 | 1.87% | 0.53 CHF | 0.54 CHF | 225,000 | 75,000 | 225,000 | 74,998 | 119,597 CHF | 40,614 CHF | 99.38% | 99.38% |
| 12/07/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 133,810 CHF | 45,354 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 225,000 | 75,000 | 225,000 | 74,966 | 128,473 CHF | 43,553 CHF | 91.41% | 91.41% |
| 10/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 220,523 CHF | 74,258 CHF | 99.36% | 99.36% |
| 09/07/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 225,000 | 75,000 | 219,479 | 73,160 | 235,564 CHF | 79,253 CHF | 99.37% | 99.37% |
| 08/07/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 150,000 | 50,000 | 150,042 | 50,014 | 173,927 CHF | 58,476 CHF | 99.38% | 99.38% |
| 05/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 150,000 | 50,000 | 150,045 | 50,018 | 171,597 CHF | 57,703 CHF | 99.00% | 99.00% |
| 04/07/2024 | 0.86% | 1.11 CHF | 1.12 CHF | 225,000 | 75,000 | 168,095 | 56,040 | 194,195 CHF | 65,302 CHF | 91.02% | 91.02% |
| 03/07/2024 | 1.12% | 0.95 CHF | 0.96 CHF | 225,000 | 75,000 | 224,996 | 75,000 | 200,548 CHF | 67,601 CHF | 99.38% | 99.38% |
| 02/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 165,138 CHF | 55,796 CHF | 99.38% | 99.38% |
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