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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 | 4.24% | 0.21 CHF | 0.22 CHF | 237,911 | 75,000 | 218,474 | 75,000 | 50,446 CHF | 18,101 CHF | 59.56% | 59.56% |
| 12/07/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 217,417 | 75,000 | 50,528 CHF | 18,191 CHF | 92.52% | 92.52% |
| 11/07/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 214,142 | 75,000 | 222,441 | 75,000 | 48,190 CHF | 17,005 CHF | 91.55% | 91.55% |
| 10/07/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 237,608 | 75,000 | 237,075 | 75,000 | 46,035 CHF | 15,323 CHF | 100.00% | 100.00% |
| 09/07/2024 | 4.25% | 0.21 CHF | 0.22 CHF | 221,870 | 75,000 | 212,297 | 75,000 | 48,982 CHF | 18,070 CHF | 89.90% | 89.90% |
| 08/07/2024 | 4.10% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 205,912 | 75,000 | 49,313 CHF | 18,743 CHF | 57.97% | 57.97% |
| 05/07/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 215,634 | 75,000 | 211,442 | 75,000 | 49,890 CHF | 18,466 CHF | 89.05% | 89.05% |
| 04/07/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 209,708 | 75,000 | 211,076 | 75,000 | 50,255 CHF | 18,613 CHF | 66.17% | 66.17% |
| 03/07/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 219,056 | 75,000 | 50,250 CHF | 17,972 CHF | 79.59% | 79.59% |
| 02/07/2024 | 5.03% | 0.22 CHF | 0.23 CHF | 237,959 | 75,000 | 251,917 | 75,000 | 48,866 CHF | 15,317 CHF | 79.02% | 79.02% |
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