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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 | 3.88% | 0.26 CHF | 0.27 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 32,854 CHF | 34,154 CHF | 100.00% | 100.00% |
| 12/07/2024 | 3.86% | 0.27 CHF | 0.28 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 33,088 CHF | 34,388 CHF | 100.00% | 100.00% |
| 11/07/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 130,000 | 130,000 | 129,908 | 129,908 | 30,312 CHF | 31,612 CHF | 100.00% | 100.00% |
| 10/07/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 130,000 | 130,000 | 131,476 | 131,476 | 27,185 CHF | 28,500 CHF | 100.00% | 100.00% |
| 09/07/2024 | 4.94% | 0.18 CHF | 0.19 CHF | 140,000 | 140,000 | 134,760 | 134,760 | 26,694 CHF | 28,042 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.59% | 0.24 CHF | 0.25 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 35,716 CHF | 37,016 CHF | 99.99% | 99.99% |
| 05/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 33,848 CHF | 35,148 CHF | 98.08% | 100.00% |
| 04/07/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 34,377 CHF | 35,677 CHF | 100.00% | 100.00% |
| 03/07/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 29,023 CHF | 30,323 CHF | 48.58% | 100.00% |
| 02/07/2024 | - | 0.16 CHF | - CHF | 140,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
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