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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 | 3.37% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 178,547 | 75,000 | 52,039 CHF | 22,615 CHF | 99.72% | 99.72% |
| 12/07/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,000 | 75,000 | 51,608 CHF | 23,518 CHF | 99.01% | 99.01% |
| 11/07/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 160,550 | 75,000 | 51,486 CHF | 24,811 CHF | 99.08% | 99.08% |
| 10/07/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 150,169 | 75,000 | 51,041 CHF | 26,243 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 140,287 | 75,000 | 50,779 CHF | 27,899 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 134,579 | 75,000 | 51,845 CHF | 29,657 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 137,980 | 75,000 | 52,695 CHF | 29,402 CHF | 98.98% | 98.98% |
| 04/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,287 | 75,000 | 50,838 CHF | 30,017 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,000 | 75,000 | 50,700 CHF | 30,000 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,000 | 75,000 | 50,803 CHF | 30,059 CHF | 100.00% | 100.00% |
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