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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% | 23.10 CHF | 23.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,710,930 CHF | 5,713,430 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.04% | 22.89 CHF | 22.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,637,770 CHF | 5,640,270 CHF | 99.94% | 99.94% |
| 11/07/2024 | 0.04% | 22.80 CHF | 22.81 CHF | 250,000 | 250,000 | 249,776 | 249,776 | 5,813,980 CHF | 5,816,480 CHF | 99.88% | 99.88% |
| 10/07/2024 | 0.04% | 23.12 CHF | 23.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,777,820 CHF | 5,780,320 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.04% | 23.04 CHF | 23.05 CHF | 250,000 | 250,000 | 249,730 | 249,730 | 5,766,990 CHF | 5,769,490 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.04% | 22.89 CHF | 22.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,707,580 CHF | 5,710,080 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.04% | 22.80 CHF | 22.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,648,820 CHF | 5,651,320 CHF | 99.67% | 99.67% |
| 04/07/2024 | 0.04% | 22.50 CHF | 22.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,636,910 CHF | 5,639,410 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.04% | 22.46 CHF | 22.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,587,580 CHF | 5,590,080 CHF | 99.76% | 99.76% |
| 02/07/2024 | 0.05% | 22.11 CHF | 22.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,469,080 CHF | 5,471,580 CHF | 100.00% | 100.00% |
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