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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 | 2.27% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,901 | 75,000 | 55,792 CHF | 53,574 CHF | 98.72% | 98.72% |
| 12/07/2024 | 2.63% | 0.72 CHF | 0.74 CHF | 75,000 | 75,000 | 79,425 | 75,000 | 54,600 CHF | 52,951 CHF | 99.38% | 99.38% |
| 11/07/2024 | 2.72% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,149 CHF | 51,202 CHF | 99.13% | 99.13% |
| 10/07/2024 | 1.80% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 82,428 | 75,000 | 51,868 CHF | 48,081 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.26% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 80,748 | 75,000 | 52,312 CHF | 49,726 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.49% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,219 CHF | 50,192 CHF | 98.10% | 98.10% |
| 05/07/2024 | 2.66% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 79,882 | 75,000 | 55,815 CHF | 53,819 CHF | 99.62% | 99.62% |
| 04/07/2024 | 2.58% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,808 CHF | 52,727 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.42% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,414 | 75,000 | 52,534 CHF | 50,216 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,298 CHF | 45,165 CHF | 100.00% | 100.00% |
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