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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 | 1.92% | 2.71 CHF | 2.74 CHF | 20,000 | 5,000 | 20,524 | 1,883 | 56,075 CHF | 5,104 CHF | 95.85% | 95.85% |
| 12/07/2024 | 2.98% | 2.84 CHF | 2.56 CHF | 20,000 | 5,000 | 9,385 | 1,446 | 22,059 CHF | 3,539 CHF | 84.84% | 96.99% |
| 11/07/2024 | 3.42% | 3.28 CHF | 3.38 CHF | 6,000 | 2,000 | 6,000 | 757 | 30,262 CHF | 3,542 CHF | 96.33% | 96.33% |
| 10/07/2024 | 1.96% | 4.75 CHF | 4.80 CHF | 20,000 | 3,000 | 19,942 | 1,131 | 90,002 CHF | 5,288 CHF | 96.63% | 97.25% |
| 09/07/2024 | 2.38% | 4.10 CHF | 4.15 CHF | 20,000 | 3,000 | 20,000 | 1,128 | 75,371 CHF | 4,590 CHF | 97.95% | 97.95% |
| 08/07/2024 | 3.53% | 3.40 CHF | 3.21 CHF | 10,000 | 5,000 | 15,019 | 1,099 | 41,511 CHF | 3,185 CHF | 78.16% | 97.77% |
| 05/07/2024 | 2.98% | 3.27 CHF | 3.01 CHF | 3,000 | 3,000 | 8,999 | 652 | 29,496 CHF | 2,198 CHF | 76.26% | 96.04% |
| 04/07/2024 | 3.90% | 3.05 CHF | 3.17 CHF | 600 | 600 | 600 | 600 | 1,814 CHF | 1,886 CHF | 96.53% | 97.14% |
| 03/07/2024 | 2.45% | 2.84 CHF | 2.87 CHF | 15,000 | 5,000 | 15,000 | 1,924 | 32,527 CHF | 4,447 CHF | 93.53% | 93.53% |
| 02/07/2024 | 3.73% | 2.15 CHF | 2.20 CHF | 15,000 | 5,000 | 15,000 | 1,884 | 34,878 CHF | 4,385 CHF | 97.58% | 97.58% |
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