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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 | 6.49% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 341,078 | 75,000 | 50,837 CHF | 11,964 CHF | 88.82% | 88.82% |
| 12/07/2024 | 6.62% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 347,635 | 75,000 | 50,767 CHF | 11,737 CHF | 88.13% | 88.13% |
| 11/07/2024 | 7.51% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 394,312 | 75,000 | 50,536 CHF | 10,399 CHF | 90.88% | 90.88% |
| 10/07/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 466,583 | 75,000 | 50,501 CHF | 8,877 CHF | 100.00% | 100.00% |
| 09/07/2024 | 8.95% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 472,408 | 75,000 | 50,411 CHF | 8,773 CHF | 94.95% | 94.95% |
| 08/07/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 447,387 | 75,000 | 50,537 CHF | 9,236 CHF | 99.31% | 99.31% |
| 05/07/2024 | 7.54% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 396,978 | 75,000 | 50,649 CHF | 10,334 CHF | 97.54% | 97.54% |
| 04/07/2024 | 7.87% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 413,521 | 75,000 | 50,474 CHF | 9,916 CHF | 95.45% | 95.45% |
| 03/07/2024 | 8.27% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 435,500 | 75,000 | 50,453 CHF | 9,459 CHF | 99.89% | 99.89% |
| 02/07/2024 | 9.91% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 499,958 | 75,000 | 48,077 CHF | 7,962 CHF | 99.90% | 99.90% |
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