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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 | 2.99% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 159,638 | 75,000 | 52,565 CHF | 25,448 CHF | 98.02% | 98.02% |
| 12/07/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 161,820 | 75,000 | 51,551 CHF | 24,650 CHF | 99.01% | 99.01% |
| 11/07/2024 | 3.28% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 170,665 | 75,000 | 51,216 CHF | 23,272 CHF | 99.08% | 99.08% |
| 10/07/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 180,061 | 75,000 | 50,490 CHF | 21,780 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 199,885 | 75,000 | 51,582 CHF | 20,105 CHF | 91.48% | 91.48% |
| 08/07/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 203,080 | 75,000 | 202,729 | 75,000 | 48,001 CHF | 18,509 CHF | 95.18% | 95.18% |
| 05/07/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 203,496 | 75,000 | 203,259 | 75,000 | 48,633 CHF | 18,695 CHF | 98.98% | 98.98% |
| 04/07/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 204,092 | 75,000 | 204,543 | 75,000 | 48,305 CHF | 18,463 CHF | 100.00% | 100.00% |
| 03/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 205,008 | 75,000 | 206,177 | 75,000 | 47,425 CHF | 18,002 CHF | 100.00% | 100.00% |
| 02/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 206,516 | 75,000 | 206,468 | 75,000 | 47,416 CHF | 17,974 CHF | 100.00% | 100.00% |
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