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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 | 0.03% | 28.95 CHF | 28.96 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,590,370 CHF | 3,591,620 CHF | 99.97% | 99.97% |
| 12/07/2024 | 0.04% | 28.69 CHF | 28.70 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,546,660 CHF | 3,547,910 CHF | 99.93% | 99.93% |
| 11/07/2024 | 0.03% | 28.43 CHF | 28.44 CHF | 125,000 | 125,000 | 124,885 | 124,885 | 3,585,990 CHF | 3,587,240 CHF | 99.84% | 99.84% |
| 10/07/2024 | 0.04% | 28.46 CHF | 28.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,549,790 CHF | 3,551,040 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.04% | 28.35 CHF | 28.36 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,544,940 CHF | 3,546,190 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.04% | 28.24 CHF | 28.25 CHF | 125,000 | 125,000 | 127,923 | 127,923 | 3,601,870 CHF | 3,603,150 CHF | 98.77% | 98.77% |
| 05/07/2024 | 0.04% | 28.09 CHF | 28.10 CHF | 125,000 | 125,000 | 248,615 | 248,615 | 6,955,080 CHF | 6,957,570 CHF | 99.91% | 99.91% |
| 04/07/2024 | 0.04% | 27.98 CHF | 27.99 CHF | 125,000 | 125,000 | 204,653 | 204,653 | 5,738,710 CHF | 5,740,760 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.04% | 27.92 CHF | 27.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,969,130 CHF | 6,971,630 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.04% | 27.62 CHF | 27.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,858,650 CHF | 6,861,150 CHF | 99.98% | 99.98% |
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