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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 | 0.07% | 14.78 CHF | 14.79 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,575,000 CHF | 5,578,750 CHF | 99.10% | 99.10% |
| 12/07/2024 | 0.07% | 15.09 CHF | 15.10 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,531,720 CHF | 5,535,470 CHF | 95.40% | 95.40% |
| 11/07/2024 | 0.08% | 14.61 CHF | 14.62 CHF | 375,000 | 375,000 | 367,925 | 367,925 | 5,321,140 CHF | 5,324,870 CHF | 99.68% | 99.68% |
| 10/07/2024 | 0.07% | 14.35 CHF | 14.36 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,322,040 CHF | 5,325,790 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.07% | 13.96 CHF | 13.97 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,338,110 CHF | 5,341,860 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.07% | 14.47 CHF | 14.48 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,466,140 CHF | 5,469,890 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.07% | 14.46 CHF | 14.47 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,501,290 CHF | 5,505,040 CHF | 99.82% | 99.82% |
| 04/07/2024 | 0.07% | 14.46 CHF | 14.47 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,403,200 CHF | 5,406,950 CHF | 99.94% | 99.94% |
| 03/07/2024 | 0.07% | 14.32 CHF | 14.33 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,318,430 CHF | 5,322,180 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.07% | 13.84 CHF | 13.85 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,158,190 CHF | 5,161,940 CHF | 99.99% | 99.99% |
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