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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 | 3.59% | 0.27 CHF | 0.28 CHF | 189,600 | 75,000 | 185,620 | 75,000 | 50,778 CHF | 21,277 CHF | 56.93% | 56.93% |
| 12/07/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 190,987 | 75,000 | 50,649 CHF | 20,642 CHF | 66.10% | 66.10% |
| 11/07/2024 | 3.96% | 0.27 CHF | 0.28 CHF | 191,787 | 75,000 | 194,021 | 75,000 | 48,082 CHF | 19,337 CHF | 94.50% | 94.50% |
| 10/07/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 195,791 | 75,000 | 196,897 | 75,000 | 44,995 CHF | 17,889 CHF | 100.00% | 100.00% |
| 09/07/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 199,883 | 75,000 | 200,419 | 75,000 | 41,232 CHF | 16,181 CHF | 100.00% | 100.00% |
| 08/07/2024 | 5.32% | 0.19 CHF | 0.20 CHF | 202,437 | 75,000 | 202,415 | 75,000 | 37,053 CHF | 14,479 CHF | 100.00% | 100.00% |
| 05/07/2024 | 5.31% | 0.18 CHF | 0.19 CHF | 203,254 | 75,000 | 203,144 | 75,000 | 37,295 CHF | 14,519 CHF | 98.98% | 98.98% |
| 04/07/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 205,384 | 75,000 | 205,432 | 75,000 | 36,780 CHF | 14,178 CHF | 100.00% | 100.00% |
| 03/07/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 205,224 | 75,000 | 205,789 | 75,000 | 36,966 CHF | 14,222 CHF | 100.00% | 100.00% |
| 02/07/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 206,090 | 75,000 | 205,892 | 75,000 | 36,893 CHF | 14,189 CHF | 100.00% | 100.00% |
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