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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 | 0.04% | 22.73 CHF | 22.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,618,360 CHF | 5,620,860 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.05% | 22.52 CHF | 22.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,545,150 CHF | 5,547,650 CHF | 99.94% | 99.94% |
| 11/07/2024 | 0.04% | 22.43 CHF | 22.44 CHF | 250,000 | 250,000 | 249,774 | 249,774 | 5,721,280 CHF | 5,723,780 CHF | 99.87% | 99.87% |
| 10/07/2024 | 0.04% | 22.75 CHF | 22.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,684,970 CHF | 5,687,470 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.04% | 22.67 CHF | 22.68 CHF | 250,000 | 250,000 | 249,712 | 249,712 | 5,673,890 CHF | 5,676,390 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.04% | 22.52 CHF | 22.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,615,010 CHF | 5,617,510 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.04% | 22.43 CHF | 22.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,556,070 CHF | 5,558,570 CHF | 99.66% | 99.66% |
| 04/07/2024 | 0.05% | 22.13 CHF | 22.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,544,010 CHF | 5,546,510 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.05% | 22.09 CHF | 22.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,494,420 CHF | 5,496,920 CHF | 99.76% | 99.76% |
| 02/07/2024 | 0.05% | 21.74 CHF | 21.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,375,780 CHF | 5,378,280 CHF | 99.99% | 99.99% |
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