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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 | 1.58% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 55,783 | 36,044 | 64,501 CHF | 41,842 CHF | 91.20% | 91.20% |
| 12/07/2024 | 1.90% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 63,801 | 37,064 | 62,896 CHF | 38,085 CHF | 81.26% | 81.26% |
| 11/07/2024 | 1.77% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 55,732 | 36,153 | 56,143 CHF | 36,665 CHF | 87.35% | 87.35% |
| 10/07/2024 | 1.84% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 60,781 | 38,188 | 59,677 CHF | 37,863 CHF | 76.71% | 76.71% |
| 09/07/2024 | 1.70% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 55,413 | 35,456 | 59,755 CHF | 39,101 CHF | 95.66% | 95.66% |
| 08/07/2024 | 2.24% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 69,476 | 34,848 | 59,740 CHF | 32,194 CHF | 93.39% | 93.39% |
| 05/07/2024 | 2.34% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 71,086 | 35,333 | 56,537 CHF | 28,652 CHF | 98.18% | 98.18% |
| 04/07/2024 | 2.39% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 70,947 | 34,014 | 55,767 CHF | 27,352 CHF | 86.23% | 86.23% |
| 03/07/2024 | 2.44% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 71,385 | 35,483 | 53,937 CHF | 27,160 CHF | 97.09% | 97.09% |
| 02/07/2024 | 2.97% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 86,732 | 35,677 | 54,641 CHF | 24,346 CHF | 94.60% | 94.60% |
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