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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 | 7.11% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 68,059 CHF | 73,059 CHF | 100.00% | 100.00% |
| 12/07/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 78,413 CHF | 83,413 CHF | 100.00% | 100.00% |
| 11/07/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 76,828 CHF | 81,328 CHF | 100.00% | 100.00% |
| 10/07/2024 | 4.81% | 0.18 CHF | 0.19 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 71,161 CHF | 74,661 CHF | 100.00% | 100.00% |
| 09/07/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 74,286 CHF | 77,786 CHF | 100.00% | 100.00% |
| 08/07/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 79,462 CHF | 82,962 CHF | 100.00% | 100.00% |
| 05/07/2024 | 4.56% | 0.23 CHF | 0.24 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 75,034 CHF | 78,534 CHF | 100.00% | 100.00% |
| 04/07/2024 | 4.14% | 0.23 CHF | 0.24 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 94,655 CHF | 98,655 CHF | 100.00% | 100.00% |
| 03/07/2024 | 4.81% | 0.21 CHF | 0.22 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 91,305 CHF | 95,805 CHF | 100.00% | 100.00% |
| 02/07/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 450,000 | 450,000 | 479,908 | 479,908 | 94,806 CHF | 99,605 CHF | 100.00% | 100.00% |
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