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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 | 0.06% | 15.73 CHF | 15.74 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,927,710 CHF | 5,931,460 CHF | 99.10% | 99.10% |
| 12/07/2024 | 0.06% | 16.02 CHF | 16.03 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,883,950 CHF | 5,887,700 CHF | 95.39% | 95.39% |
| 11/07/2024 | 0.07% | 15.55 CHF | 15.56 CHF | 375,000 | 375,000 | 367,972 | 367,972 | 5,666,970 CHF | 5,670,700 CHF | 99.66% | 99.66% |
| 10/07/2024 | 0.07% | 15.29 CHF | 15.30 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,673,090 CHF | 5,676,840 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.07% | 14.90 CHF | 14.91 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,688,950 CHF | 5,692,700 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.06% | 15.41 CHF | 15.42 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,816,680 CHF | 5,820,430 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.06% | 15.40 CHF | 15.41 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,852,220 CHF | 5,855,970 CHF | 99.78% | 99.78% |
| 04/07/2024 | 0.07% | 15.39 CHF | 15.40 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,754,020 CHF | 5,757,770 CHF | 99.94% | 99.94% |
| 03/07/2024 | 0.07% | 15.25 CHF | 15.26 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,669,040 CHF | 5,672,790 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.07% | 14.78 CHF | 14.79 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,507,820 CHF | 5,511,560 CHF | 99.98% | 99.98% |
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