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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 | 2.31% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,107 | 75,000 | 51,411 CHF | 32,855 CHF | 99.72% | 99.72% |
| 12/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 123,613 | 75,000 | 51,448 CHF | 31,979 CHF | 99.01% | 99.01% |
| 11/07/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 130,134 | 75,000 | 51,900 CHF | 30,669 CHF | 99.08% | 99.08% |
| 10/07/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 139,874 | 75,000 | 53,098 CHF | 29,222 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 142,550 | 75,000 | 50,914 CHF | 27,548 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 156,159 | 75,000 | 52,109 CHF | 25,788 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 152,020 | 75,000 | 51,364 CHF | 26,099 CHF | 98.98% | 98.98% |
| 04/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 159,713 | 75,000 | 52,666 CHF | 25,483 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 160,000 | 75,000 | 52,800 CHF | 25,500 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 160,000 | 75,000 | 52,674 CHF | 25,441 CHF | 100.00% | 100.00% |
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