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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 | 9.21% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 456,396 | 75,000 | 50,486 CHF | 9,119 CHF | 70.77% | 70.77% |
| 12/07/2024 | 9.39% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 468,151 | 75,000 | 50,432 CHF | 8,892 CHF | 98.00% | 98.00% |
| 11/07/2024 | 9.32% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 478,538 | 75,000 | 50,322 CHF | 8,674 CHF | 97.89% | 97.89% |
| 10/07/2024 | 9.37% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 492,554 | 75,000 | 50,112 CHF | 8,390 CHF | 99.38% | 99.38% |
| 09/07/2024 | 10.04% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 47,646 CHF | 7,900 CHF | 99.58% | 99.58% |
| 08/07/2024 | 9.47% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 497,316 | 75,000 | 50,040 CHF | 8,300 CHF | 99.85% | 99.85% |
| 05/07/2024 | 8.79% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 459,500 | 75,000 | 50,450 CHF | 9,017 CHF | 95.46% | 95.46% |
| 04/07/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 462,850 | 75,000 | 50,555 CHF | 8,949 CHF | 100.00% | 100.00% |
| 03/07/2024 | 9.03% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 475,666 | 75,000 | 50,291 CHF | 8,699 CHF | 99.34% | 99.34% |
| 02/07/2024 | 10.61% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 44,658 CHF | 7,449 CHF | 98.96% | 98.96% |
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