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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 | 0.08% | 12.64 CHF | 12.65 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,773,670 CHF | 4,777,420 CHF | 99.09% | 99.09% |
| 12/07/2024 | 0.08% | 12.95 CHF | 12.96 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,731,350 CHF | 4,735,100 CHF | 95.40% | 95.40% |
| 11/07/2024 | 0.09% | 12.49 CHF | 12.50 CHF | 375,000 | 375,000 | 367,924 | 367,924 | 4,537,080 CHF | 4,540,810 CHF | 99.66% | 99.66% |
| 10/07/2024 | 0.08% | 12.22 CHF | 12.23 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,524,540 CHF | 4,528,290 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.08% | 11.84 CHF | 11.85 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,541,000 CHF | 4,544,750 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.08% | 12.35 CHF | 12.36 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,669,830 CHF | 4,673,580 CHF | 99.99% | 99.99% |
| 05/07/2024 | 0.08% | 12.34 CHF | 12.35 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,704,050 CHF | 4,707,800 CHF | 99.80% | 99.80% |
| 04/07/2024 | 0.08% | 12.33 CHF | 12.34 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,606,160 CHF | 4,609,910 CHF | 99.94% | 99.94% |
| 03/07/2024 | 0.08% | 12.19 CHF | 12.20 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,521,700 CHF | 4,525,450 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.09% | 11.72 CHF | 11.73 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,363,910 CHF | 4,367,660 CHF | 99.99% | 99.99% |
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