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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 | 2.79% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 146,114 | 75,000 | 51,712 CHF | 27,306 CHF | 99.72% | 99.72% |
| 12/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 50,911 CHF | 28,024 CHF | 99.01% | 99.01% |
| 11/07/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 138,034 | 75,000 | 52,608 CHF | 29,346 CHF | 99.09% | 99.09% |
| 10/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,000 | 75,000 | 52,049 CHF | 30,778 CHF | 100.00% | 100.00% |
| 09/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,002 | 75,000 | 50,724 CHF | 32,452 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 53,539 CHF | 34,212 CHF | 100.00% | 100.00% |
| 05/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 53,272 CHF | 34,045 CHF | 98.98% | 98.98% |
| 04/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 119,040 | 75,000 | 53,674 CHF | 34,572 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 119,630 | 75,000 | 53,874 CHF | 34,528 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 119,189 | 75,000 | 53,724 CHF | 34,561 CHF | 100.00% | 100.00% |
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