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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 | 10.61% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 201,312 | 55,183 | 26,592 CHF | 8,115 CHF | 95.95% | 95.95% |
| 12/07/2024 | 15.49% | 0.13 CHF | 0.15 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 4,305 CHF | 5,024 CHF | 99.01% | 99.01% |
| 11/07/2024 | 7.88% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 413,922 | 75,000 | 50,465 CHF | 9,903 CHF | 98.21% | 98.21% |
| 10/07/2024 | 8.49% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 448,161 | 75,000 | 50,535 CHF | 9,222 CHF | 100.00% | 100.00% |
| 09/07/2024 | 8.77% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 463,765 | 75,000 | 50,543 CHF | 8,929 CHF | 94.27% | 94.27% |
| 08/07/2024 | 8.93% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 471,215 | 75,000 | 50,432 CHF | 8,790 CHF | 99.89% | 99.89% |
| 05/07/2024 | 8.38% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 441,646 | 75,000 | 50,508 CHF | 9,344 CHF | 98.86% | 98.86% |
| 04/07/2024 | 9.49% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 498,559 | 75,000 | 50,022 CHF | 8,277 CHF | 97.51% | 97.51% |
| 03/07/2024 | 11.49% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 41,209 CHF | 6,931 CHF | 99.71% | 99.71% |
| 02/07/2024 | 13.23% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 35,591 CHF | 6,089 CHF | 99.69% | 99.69% |
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