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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 | 10.07% | 0.32 CHF | 0.34 CHF | 160,000 | 75,000 | 112,769 | 59,249 | 34,352 CHF | 19,785 CHF | 79.47% | 79.47% |
| 12/07/2024 | 8.68% | 0.32 CHF | 0.35 CHF | 160,000 | 75,000 | 165,951 | 75,000 | 50,642 CHF | 25,006 CHF | 33.66% | 33.66% |
| 11/07/2024 | 9.28% | 0.30 CHF | 0.33 CHF | 169,474 | 75,000 | 178,901 | 75,000 | 48,297 CHF | 22,253 CHF | 88.34% | 88.34% |
| 10/07/2024 | 10.45% | 0.25 CHF | 0.28 CHF | 185,433 | 75,000 | 186,020 | 75,000 | 45,800 CHF | 20,503 CHF | 100.00% | 100.00% |
| 09/07/2024 | 9.96% | 0.23 CHF | 0.26 CHF | 190,536 | 75,000 | 186,813 | 75,000 | 46,025 CHF | 20,414 CHF | 100.00% | 100.00% |
| 08/07/2024 | 9.54% | 0.25 CHF | 0.27 CHF | 187,417 | 75,000 | 184,424 | 75,000 | 46,802 CHF | 20,939 CHF | 100.00% | 100.00% |
| 05/07/2024 | 9.92% | 0.25 CHF | 0.28 CHF | 186,928 | 75,000 | 184,179 | 75,000 | 47,902 CHF | 21,546 CHF | 99.62% | 99.62% |
| 04/07/2024 | 8.84% | 0.26 CHF | 0.29 CHF | 182,749 | 75,000 | 182,402 | 75,000 | 49,126 CHF | 22,066 CHF | 85.62% | 85.62% |
| 03/07/2024 | 10.23% | 0.26 CHF | 0.29 CHF | 186,826 | 75,000 | 187,113 | 75,000 | 48,505 CHF | 21,541 CHF | 84.82% | 84.82% |
| 02/07/2024 | 9.67% | 0.28 CHF | 0.30 CHF | 185,438 | 75,000 | 194,582 | 75,000 | 46,944 CHF | 19,976 CHF | 77.52% | 77.52% |
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