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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 | 0.11% | 9.17 CHF | 9.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,250,300 CHF | 2,252,800 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,230,960 CHF | 2,233,460 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.11% | 9.05 CHF | 9.06 CHF | 250,000 | 250,000 | 249,770 | 249,770 | 2,204,160 CHF | 2,206,660 CHF | 99.98% | 99.98% |
| 10/07/2024 | 0.11% | 8.73 CHF | 8.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,177,380 CHF | 2,179,880 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 250,000 | 250,000 | 249,931 | 249,931 | 2,144,610 CHF | 2,147,110 CHF | 99.85% | 99.85% |
| 08/07/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,170,610 CHF | 2,173,110 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.12% | 8.79 CHF | 8.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,167,580 CHF | 2,170,080 CHF | 99.80% | 99.80% |
| 04/07/2024 | 0.12% | 8.60 CHF | 8.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,148,120 CHF | 2,150,620 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.12% | 8.64 CHF | 8.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,133,970 CHF | 2,136,470 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,087,510 CHF | 2,090,010 CHF | 100.00% | 100.00% |
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