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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 | 14.72% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 497,933 | 75,000 | 31,476 CHF | 5,493 CHF | 89.89% | 89.89% |
| 12/07/2024 | 17.08% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 26,961 CHF | 4,794 CHF | 98.05% | 98.05% |
| 11/07/2024 | 15.93% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,019 CHF | 5,103 CHF | 91.55% | 91.55% |
| 10/07/2024 | 18.55% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,565 CHF | 4,435 CHF | 100.00% | 100.00% |
| 09/07/2024 | 14.53% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 32,094 CHF | 5,564 CHF | 99.46% | 99.46% |
| 08/07/2024 | 13.63% | 0.07 CHF | 0.08 CHF | 474,712 | 75,000 | 492,562 | 75,000 | 33,843 CHF | 5,908 CHF | 97.53% | 97.53% |
| 05/07/2024 | 14.42% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 32,362 CHF | 5,604 CHF | 95.74% | 95.74% |
| 04/07/2024 | 14.09% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 33,154 CHF | 5,723 CHF | 86.09% | 86.09% |
| 03/07/2024 | 15.56% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,744 CHF | 5,212 CHF | 92.95% | 92.95% |
| 02/07/2024 | 20.10% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 22,622 CHF | 4,143 CHF | 96.98% | 96.98% |
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