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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 | 10.33% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 196,683 | 55,183 | 26,603 CHF | 8,282 CHF | 95.95% | 95.95% |
| 12/07/2024 | 14.70% | 0.14 CHF | 0.15 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 4,465 CHF | 5,171 CHF | 99.01% | 99.01% |
| 11/07/2024 | 7.91% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 415,646 | 75,000 | 50,444 CHF | 9,859 CHF | 97.97% | 97.97% |
| 10/07/2024 | 8.55% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 451,443 | 75,000 | 50,521 CHF | 9,160 CHF | 100.00% | 100.00% |
| 09/07/2024 | 8.72% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 461,273 | 75,000 | 50,564 CHF | 8,976 CHF | 94.27% | 94.27% |
| 08/07/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 462,039 | 75,000 | 50,570 CHF | 8,962 CHF | 99.89% | 99.89% |
| 05/07/2024 | 8.18% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 430,560 | 75,000 | 50,453 CHF | 9,552 CHF | 98.77% | 98.77% |
| 04/07/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 462,004 | 75,000 | 50,570 CHF | 8,962 CHF | 97.51% | 97.51% |
| 03/07/2024 | 10.65% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 44,536 CHF | 7,430 CHF | 99.71% | 99.71% |
| 02/07/2024 | 11.67% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 40,596 CHF | 6,839 CHF | 99.69% | 99.69% |
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