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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% | 23.82 CHF | 23.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,890,280 CHF | 5,892,780 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.04% | 23.60 CHF | 23.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,817,180 CHF | 5,819,680 CHF | 99.94% | 99.94% |
| 11/07/2024 | 0.04% | 23.51 CHF | 23.52 CHF | 250,000 | 250,000 | 249,768 | 249,768 | 5,993,220 CHF | 5,995,720 CHF | 99.89% | 99.89% |
| 10/07/2024 | 0.04% | 23.84 CHF | 23.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,957,700 CHF | 5,960,200 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.04% | 23.76 CHF | 23.77 CHF | 250,000 | 250,000 | 249,713 | 249,713 | 5,946,190 CHF | 5,948,690 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.04% | 23.61 CHF | 23.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,886,960 CHF | 5,889,460 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.04% | 23.52 CHF | 23.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,828,570 CHF | 5,831,070 CHF | 99.66% | 99.66% |
| 04/07/2024 | 0.04% | 23.22 CHF | 23.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,817,020 CHF | 5,819,520 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.04% | 23.18 CHF | 23.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,768,060 CHF | 5,770,560 CHF | 99.76% | 99.76% |
| 02/07/2024 | 0.04% | 22.84 CHF | 22.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,649,790 CHF | 5,652,290 CHF | 100.00% | 100.00% |
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