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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 | 2.57% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 76,017 | 36,040 | 53,675 CHF | 25,523 CHF | 91.24% | 91.24% |
| 12/07/2024 | 3.59% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 99,261 | 37,063 | 51,717 CHF | 21,273 CHF | 81.26% | 81.26% |
| 11/07/2024 | 3.20% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 93,612 | 36,204 | 51,906 CHF | 20,267 CHF | 87.48% | 87.48% |
| 10/07/2024 | 3.38% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 99,138 | 38,190 | 52,372 CHF | 20,467 CHF | 76.70% | 76.70% |
| 09/07/2024 | 2.95% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 87,655 | 35,519 | 54,286 CHF | 23,041 CHF | 95.80% | 95.80% |
| 08/07/2024 | 4.94% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 134,045 | 34,850 | 51,947 CHF | 16,319 CHF | 93.37% | 93.37% |
| 05/07/2024 | 5.42% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 152,858 | 35,355 | 51,483 CHF | 12,504 CHF | 98.22% | 98.22% |
| 04/07/2024 | 5.60% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 159,532 | 34,240 | 52,309 CHF | 11,848 CHF | 83.99% | 83.99% |
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