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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 | 0.05% | 21.78 CHF | 21.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,380,730 CHF | 5,383,230 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.05% | 21.57 CHF | 21.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,307,440 CHF | 5,309,940 CHF | 99.94% | 99.94% |
| 11/07/2024 | 0.05% | 21.48 CHF | 21.49 CHF | 250,000 | 250,000 | 249,773 | 249,773 | 5,483,490 CHF | 5,485,990 CHF | 99.83% | 99.83% |
| 10/07/2024 | 0.05% | 21.79 CHF | 21.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,446,670 CHF | 5,449,170 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.05% | 21.72 CHF | 21.73 CHF | 250,000 | 250,000 | 249,712 | 249,712 | 5,435,850 CHF | 5,438,350 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.05% | 21.57 CHF | 21.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,377,400 CHF | 5,379,900 CHF | 99.99% | 99.99% |
| 05/07/2024 | 0.05% | 21.47 CHF | 21.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,317,960 CHF | 5,320,460 CHF | 99.64% | 99.64% |
| 04/07/2024 | 0.05% | 21.18 CHF | 21.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,305,400 CHF | 5,307,900 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.05% | 21.14 CHF | 21.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,255,270 CHF | 5,257,770 CHF | 99.76% | 99.76% |
| 02/07/2024 | 0.05% | 20.78 CHF | 20.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,136,340 CHF | 5,138,840 CHF | 100.00% | 100.00% |
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