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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 | 5.70% | 0.14 CHF | 0.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 12,900 CHF | 13,650 CHF | 83.22% | 99.61% |
| 12/07/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 12,541 CHF | 13,291 CHF | 99.01% | 99.01% |
| 11/07/2024 | 5.49% | 0.19 CHF | 0.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 13,339 CHF | 14,089 CHF | 93.88% | 93.88% |
| 10/07/2024 | 7.00% | 0.15 CHF | 0.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 10,388 CHF | 11,138 CHF | 98.80% | 100.00% |
| 09/07/2024 | 4.82% | 0.17 CHF | 0.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 15,230 CHF | 15,980 CHF | 100.00% | 100.00% |
| 08/07/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 16,473 CHF | 17,223 CHF | 97.53% | 97.53% |
| 05/07/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 15,515 CHF | 16,265 CHF | 98.69% | 98.69% |
| 04/07/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 15,472 CHF | 16,222 CHF | 87.44% | 87.44% |
| 03/07/2024 | 5.20% | 0.21 CHF | 0.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 14,125 CHF | 14,875 CHF | 99.95% | 99.95% |
| 02/07/2024 | 8.09% | 0.15 CHF | 0.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 9,041 CHF | 9,791 CHF | 100.00% | 100.00% |
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