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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 | 8.77% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 421,350 | 75,000 | 50,447 CHF | 9,814 CHF | 99.72% | 99.72% |
| 12/07/2024 | 9.81% | 0.12 CHF | 0.14 CHF | 420,000 | 75,000 | 425,839 | 75,000 | 50,454 CHF | 9,815 CHF | 98.15% | 98.15% |
| 11/07/2024 | 10.68% | 0.13 CHF | 0.15 CHF | 390,000 | 75,000 | 409,513 | 75,000 | 50,521 CHF | 10,317 CHF | 98.54% | 98.54% |
| 10/07/2024 | 15.81% | 0.10 CHF | 0.12 CHF | 500,000 | 100,000 | 442,261 | 94,141 | 44,188 CHF | 10,874 CHF | 100.00% | 100.00% |
| 09/07/2024 | 11.21% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 474,948 | 100,000 | 50,258 CHF | 11,852 CHF | 100.00% | 100.00% |
| 08/07/2024 | 8.96% | 0.11 CHF | 0.13 CHF | 460,000 | 75,000 | 418,240 | 75,000 | 50,460 CHF | 9,908 CHF | 100.00% | 100.00% |
| 05/07/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 366,178 | 75,000 | 50,459 CHF | 11,152 CHF | 98.09% | 98.09% |
| 04/07/2024 | 9.04% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 386,439 | 75,000 | 50,664 CHF | 10,773 CHF | 100.00% | 100.00% |
| 03/07/2024 | 10.97% | 0.13 CHF | 0.15 CHF | 390,000 | 100,000 | 412,357 | 100,000 | 50,521 CHF | 13,700 CHF | 100.00% | 100.00% |
| 02/07/2024 | 13.74% | 0.10 CHF | 0.12 CHF | 500,000 | 100,000 | 494,000 | 100,000 | 48,443 CHF | 11,254 CHF | 100.00% | 100.00% |
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