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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 | 6.26% | 0.15 CHF | 0.16 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 85,099 CHF | 90,599 CHF | 99.99% | 99.99% |
| 12/07/2024 | 5.54% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 88,367 CHF | 93,367 CHF | 100.00% | 100.00% |
| 11/07/2024 | 4.45% | 0.17 CHF | 0.18 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 92,732 CHF | 96,732 CHF | 71.58% | 71.58% |
| 10/07/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 111,645 CHF | 115,745 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.83% | 0.27 CHF | 0.28 CHF | 430,000 | 430,000 | 429,011 | 429,011 | 110,391 CHF | 114,691 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 429,264 | 429,264 | 108,362 CHF | 112,662 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 420,000 | 420,000 | 420,000 | 420,000 | 108,322 CHF | 112,522 CHF | 100.00% | 100.00% |
| 04/07/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 111,648 CHF | 115,748 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.32% | 0.28 CHF | 0.28 CHF | 420,000 | 420,000 | 420,000 | 420,000 | 124,402 CHF | 128,602 CHF | 100.00% | 100.00% |
| 02/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 430,000 | 430,000 | 430,000 | 430,000 | 127,693 CHF | 131,993 CHF | 100.00% | 100.00% |
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