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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/08/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,728,340 CHF | 1,730,840 CHF | 100.00% | 100.00% |
| 28/08/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,700,300 CHF | 1,702,800 CHF | 100.00% | 100.00% |
| 27/08/2024 | 0.15% | 6.89 CHF | 6.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,717,570 CHF | 1,720,070 CHF | 100.00% | 100.00% |
| 26/08/2024 | 0.14% | 6.91 CHF | 6.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,744,510 CHF | 1,747,010 CHF | 100.00% | 100.00% |
| 23/08/2024 | 0.15% | 6.94 CHF | 6.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,710,170 CHF | 1,712,670 CHF | 99.77% | 99.77% |
| 22/08/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,707,160 CHF | 1,709,660 CHF | 99.97% | 99.97% |
| 21/08/2024 | 0.14% | 6.90 CHF | 6.91 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,733,620 CHF | 1,736,120 CHF | 99.99% | 99.99% |
| 20/08/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,775,020 CHF | 1,777,520 CHF | 100.00% | 100.00% |
| 19/08/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 250,000 | 250,000 | 249,614 | 249,614 | 1,730,600 CHF | 1,733,100 CHF | 99.66% | 99.66% |
| 16/08/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 250,000 | 250,000 | 249,998 | 249,998 | 1,688,490 CHF | 1,690,990 CHF | 99.54% | 99.54% |
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