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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 | 8.65% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 55,370 CHF | 60,370 CHF | 100.00% | 100.00% |
| 12/07/2024 | 9.22% | 0.10 CHF | 0.11 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 46,631 CHF | 51,131 CHF | 100.00% | 100.00% |
| 11/07/2024 | 9.43% | 0.11 CHF | 0.12 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 45,488 CHF | 49,988 CHF | 100.00% | 100.00% |
| 10/07/2024 | 8.23% | 0.11 CHF | 0.12 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 46,661 CHF | 50,661 CHF | 100.00% | 100.00% |
| 09/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 47,982 CHF | 51,982 CHF | 100.00% | 100.00% |
| 08/07/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 41,562 CHF | 45,062 CHF | 100.00% | 100.00% |
| 05/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 45,500 CHF | 49,000 CHF | 100.00% | 100.00% |
| 04/07/2024 | 7.25% | 0.13 CHF | 0.14 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 46,592 CHF | 50,092 CHF | 100.00% | 100.00% |
| 03/07/2024 | 7.13% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 47,421 CHF | 50,921 CHF | 100.00% | 100.00% |
| 02/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 52,024 CHF | 56,024 CHF | 100.00% | 100.00% |
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