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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 | 2.64% | 0.52 CHF | 0.54 CHF | 100,000 | 75,000 | 98,325 | 75,000 | 52,673 CHF | 41,291 CHF | 98.73% | 98.73% |
| 12/07/2024 | 4.73% | 0.55 CHF | 0.58 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 20,011 CHF | 20,978 CHF | 99.38% | 99.38% |
| 11/07/2024 | 4.34% | 0.54 CHF | 0.57 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 22,319 CHF | 23,307 CHF | 99.08% | 99.08% |
| 10/07/2024 | 1.63% | 0.92 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,538 CHF | 67,632 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.87% | 0.88 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,907 CHF | 66,133 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.76% | 0.81 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,973 CHF | 64,095 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.74% | 0.80 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,844 CHF | 61,910 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.78% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,110 CHF | 62,209 CHF | 100.00% | 100.00% |
| 03/07/2024 | 2.20% | 0.81 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,417 CHF | 60,737 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.97% | 0.78 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,281 CHF | 57,398 CHF | 100.00% | 100.00% |
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