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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 | 3.81% | 0.25 CHF | 0.26 CHF | 142,973 | 75,000 | 142,312 | 75,000 | 36,705 CHF | 20,096 CHF | 98.72% | 98.72% |
| 12/07/2024 | 3.99% | 0.28 CHF | 0.29 CHF | 141,248 | 75,000 | 143,164 | 75,000 | 35,349 CHF | 19,277 CHF | 99.38% | 99.38% |
| 11/07/2024 | 4.49% | 0.26 CHF | 0.27 CHF | 142,447 | 75,000 | 144,602 | 75,000 | 31,683 CHF | 17,194 CHF | 98.03% | 98.03% |
| 10/07/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 146,568 | 75,000 | 146,657 | 75,000 | 26,607 CHF | 14,358 CHF | 100.00% | 100.00% |
| 09/07/2024 | 4.92% | 0.17 CHF | 0.18 CHF | 146,906 | 75,000 | 145,706 | 75,000 | 29,052 CHF | 15,709 CHF | 100.00% | 100.00% |
| 08/07/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 145,380 | 75,000 | 145,188 | 75,000 | 29,811 CHF | 16,154 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.82% | 0.23 CHF | 0.24 CHF | 144,224 | 75,000 | 143,150 | 75,000 | 36,860 CHF | 20,066 CHF | 99.62% | 99.62% |
| 04/07/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 144,382 | 75,000 | 144,348 | 75,000 | 34,648 CHF | 18,753 CHF | 100.00% | 100.00% |
| 03/07/2024 | 4.78% | 0.22 CHF | 0.23 CHF | 145,508 | 75,000 | 146,341 | 75,000 | 29,980 CHF | 16,119 CHF | 99.73% | 99.73% |
| 02/07/2024 | 7.24% | 0.15 CHF | 0.16 CHF | 149,272 | 75,000 | 150,054 | 75,000 | 20,030 CHF | 10,763 CHF | 93.14% | 93.14% |
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