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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 | 1.43% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 78,473 | 75,000 | 54,614 CHF | 52,986 CHF | 88.82% | 88.82% |
| 12/07/2024 | 1.45% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 79,506 | 75,000 | 54,418 CHF | 52,101 CHF | 88.13% | 88.13% |
| 11/07/2024 | 1.56% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 83,789 | 75,000 | 53,259 CHF | 48,484 CHF | 90.88% | 90.88% |
| 10/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 51,612 CHF | 43,760 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 90,974 | 75,000 | 52,654 CHF | 44,182 CHF | 94.95% | 94.95% |
| 08/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,687 CHF | 44,656 CHF | 99.31% | 99.31% |
| 05/07/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 84,710 | 75,000 | 52,578 CHF | 47,347 CHF | 97.54% | 97.54% |
| 04/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,444 CHF | 46,120 CHF | 95.45% | 95.45% |
| 03/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,280 | 75,000 | 52,860 CHF | 44,672 CHF | 99.89% | 99.89% |
| 02/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,115 | 75,000 | 52,561 CHF | 40,128 CHF | 99.71% | 99.71% |
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