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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% | 15.82 CHF | 15.83 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,537,620 CHF | 3,539,870 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.06% | 15.61 CHF | 15.62 CHF | 225,000 | 225,000 | 445,622 | 445,622 | 6,874,810 CHF | 6,879,270 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.07% | 15.40 CHF | 15.41 CHF | 450,000 | 450,000 | 449,583 | 449,583 | 6,896,620 CHF | 6,901,120 CHF | 99.88% | 99.88% |
| 10/07/2024 | 0.07% | 15.06 CHF | 15.07 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,750,660 CHF | 6,755,160 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.07% | 14.97 CHF | 14.98 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,767,610 CHF | 6,772,110 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.07% | 15.17 CHF | 15.18 CHF | 450,000 | 450,000 | 449,963 | 449,963 | 6,788,280 CHF | 6,792,780 CHF | 98.19% | 98.19% |
| 05/07/2024 | 0.07% | 15.04 CHF | 15.05 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,758,830 CHF | 6,763,330 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.07% | 15.08 CHF | 15.09 CHF | 225,000 | 225,000 | 400,858 | 400,858 | 6,063,730 CHF | 6,067,740 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.07% | 15.05 CHF | 15.06 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,817,830 CHF | 6,822,330 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.07% | 14.99 CHF | 15.00 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,710,580 CHF | 6,715,080 CHF | 99.99% | 99.99% |
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