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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 | 0.05% | 22.24 CHF | 22.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,495,540 CHF | 5,498,040 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.05% | 22.02 CHF | 22.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,422,270 CHF | 5,424,770 CHF | 99.93% | 99.93% |
| 11/07/2024 | 0.04% | 21.94 CHF | 21.95 CHF | 250,000 | 250,000 | 249,774 | 249,774 | 5,598,340 CHF | 5,600,840 CHF | 99.88% | 99.88% |
| 10/07/2024 | 0.04% | 22.26 CHF | 22.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,561,780 CHF | 5,564,280 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.05% | 22.18 CHF | 22.19 CHF | 250,000 | 250,000 | 249,712 | 249,712 | 5,550,800 CHF | 5,553,300 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.05% | 22.03 CHF | 22.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,492,200 CHF | 5,494,700 CHF | 99.99% | 99.99% |
| 05/07/2024 | 0.05% | 21.93 CHF | 21.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,432,990 CHF | 5,435,490 CHF | 99.64% | 99.64% |
| 04/07/2024 | 0.05% | 21.64 CHF | 21.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,420,700 CHF | 5,423,200 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.05% | 21.60 CHF | 21.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,370,760 CHF | 5,373,260 CHF | 99.76% | 99.76% |
| 02/07/2024 | 0.05% | 21.25 CHF | 21.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,252,020 CHF | 5,254,520 CHF | 99.99% | 99.99% |
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