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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 | 3.38% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 218,519 CHF | 75,340 CHF | 98.76% | 98.76% |
| 12/07/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 238,150 CHF | 81,883 CHF | 98.84% | 98.84% |
| 11/07/2024 | 2.54% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 291,440 CHF | 99,647 CHF | 99.36% | 99.36% |
| 10/07/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 746,969 | 248,990 | 298,662 CHF | 102,044 CHF | 98.38% | 98.38% |
| 09/07/2024 | 2.63% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 281,384 CHF | 96,295 CHF | 97.75% | 97.75% |
| 08/07/2024 | 2.94% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 251,270 CHF | 86,257 CHF | 97.49% | 97.49% |
| 05/07/2024 | 3.16% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 233,416 CHF | 80,305 CHF | 98.28% | 98.28% |
| 04/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 233,121 CHF | 80,207 CHF | 94.22% | 94.22% |
| 03/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 236,747 CHF | 81,416 CHF | 99.40% | 99.40% |
| 02/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 264,498 CHF | 90,666 CHF | 99.00% | 99.00% |
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