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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 | 1.50% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 52,087 | 36,028 | 63,290 CHF | 44,054 CHF | 91.17% | 91.17% |
| 12/07/2024 | 1.78% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 56,357 | 37,063 | 59,340 CHF | 40,392 CHF | 81.26% | 81.26% |
| 11/07/2024 | 1.68% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 55,782 | 36,254 | 59,622 CHF | 38,997 CHF | 87.58% | 87.58% |
| 10/07/2024 | 1.73% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 57,557 | 38,188 | 60,133 CHF | 40,235 CHF | 76.71% | 76.71% |
| 09/07/2024 | 1.61% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 55,447 | 35,525 | 63,288 CHF | 41,408 CHF | 95.83% | 95.83% |
| 08/07/2024 | 2.08% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 63,106 | 34,847 | 58,571 CHF | 34,372 CHF | 93.38% | 93.38% |
| 05/07/2024 | 2.16% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 63,265 | 35,354 | 54,249 CHF | 30,866 CHF | 98.23% | 98.23% |
| 04/07/2024 | 2.18% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 63,134 | 34,251 | 53,594 CHF | 29,671 CHF | 84.01% | 84.01% |
| 03/07/2024 | 2.26% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 69,582 | 35,483 | 56,930 CHF | 29,388 CHF | 97.09% | 97.09% |
| 02/07/2024 | 2.73% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 78,929 | 35,642 | 54,810 CHF | 26,545 CHF | 94.51% | 94.51% |
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