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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 | 9.32% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 61,368 CHF | 67,368 CHF | 100.00% | 100.00% |
| 12/07/2024 | 8.49% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 67,924 CHF | 73,924 CHF | 100.00% | 100.00% |
| 11/07/2024 | 6.79% | 0.12 CHF | 0.13 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 88,444 CHF | 94,444 CHF | 71.58% | 71.58% |
| 10/07/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 101,595 CHF | 107,595 CHF | 100.00% | 100.00% |
| 09/07/2024 | 6.02% | 0.17 CHF | 0.18 CHF | 600,000 | 600,000 | 598,621 | 598,621 | 96,812 CHF | 102,812 CHF | 100.00% | 100.00% |
| 08/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 600,000 | 600,000 | 598,974 | 598,974 | 96,152 CHF | 102,152 CHF | 100.00% | 100.00% |
| 05/07/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 100,516 CHF | 106,516 CHF | 100.00% | 100.00% |
| 04/07/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 105,866 CHF | 111,866 CHF | 100.00% | 100.00% |
| 03/07/2024 | 4.99% | 0.18 CHF | 0.19 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 117,242 CHF | 123,242 CHF | 100.00% | 100.00% |
| 02/07/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 118,767 CHF | 124,767 CHF | 100.00% | 100.00% |
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