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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 | 1.69% | 5.15 CHF | 5.20 CHF | 10,000 | 3,000 | 11,352 | 1,129 | 58,401 CHF | 5,814 CHF | 95.84% | 95.84% |
| 12/07/2024 | 2.18% | 5.34 CHF | 5.39 CHF | 10,000 | 3,000 | 7,193 | 1,131 | 33,823 CHF | 5,536 CHF | 97.62% | 97.62% |
| 11/07/2024 | 2.18% | 5.72 CHF | 5.82 CHF | 10,000 | 2,000 | 10,000 | 757 | 79,566 CHF | 5,644 CHF | 96.32% | 96.32% |
| 10/07/2024 | 2.45% | 7.53 CHF | 7.63 CHF | 10,000 | 2,000 | 10,000 | 752 | 72,027 CHF | 5,618 CHF | 97.25% | 97.25% |
| 09/07/2024 | 1.43% | 6.71 CHF | 6.76 CHF | 10,000 | 3,000 | 10,000 | 1,129 | 62,601 CHF | 7,492 CHF | 97.95% | 97.95% |
| 08/07/2024 | 1.79% | 5.42 CHF | 5.47 CHF | 10,000 | 3,000 | 14,891 | 1,129 | 73,147 CHF | 6,076 CHF | 97.77% | 97.77% |
| 05/07/2024 | 1.60% | 5.12 CHF | 5.17 CHF | 10,000 | 3,000 | 10,110 | 1,135 | 55,294 CHF | 6,150 CHF | 96.03% | 96.03% |
| 04/07/2024 | 2.28% | 5.25 CHF | 5.37 CHF | 600 | 600 | 600 | 600 | 3,131 CHF | 3,203 CHF | 97.98% | 97.98% |
| 03/07/2024 | 2.25% | 4.89 CHF | 4.94 CHF | 20,000 | 3,000 | 19,996 | 1,154 | 78,651 CHF | 4,789 CHF | 93.53% | 93.53% |
| 02/07/2024 | 2.09% | 3.93 CHF | 3.98 CHF | 20,000 | 3,000 | 20,000 | 1,130 | 83,652 CHF | 4,697 CHF | 97.59% | 97.59% |
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