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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 | 2.90% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 108,340 | 75,000 | 51,786 CHF | 36,980 CHF | 98.73% | 98.73% |
| 12/07/2024 | 5.37% | 0.50 CHF | 0.52 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 17,827 CHF | 18,805 CHF | 99.38% | 99.38% |
| 11/07/2024 | 4.77% | 0.48 CHF | 0.51 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 20,150 CHF | 21,131 CHF | 98.53% | 98.53% |
| 10/07/2024 | 1.93% | 0.86 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,127 CHF | 63,334 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.74% | 0.82 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,697 CHF | 61,760 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.94% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,626 CHF | 59,772 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.91% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,547 CHF | 57,636 CHF | 99.62% | 99.62% |
| 04/07/2024 | 2.10% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,690 CHF | 57,894 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.32% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,002 | 75,000 | 55,043 CHF | 56,332 CHF | 99.73% | 99.73% |
| 02/07/2024 | 2.16% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 79,439 | 75,000 | 54,945 CHF | 53,024 CHF | 100.00% | 100.00% |
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