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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% | 13.85 CHF | 13.86 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,224,250 CHF | 5,228,000 CHF | 99.10% | 99.10% |
| 12/07/2024 | 0.07% | 14.15 CHF | 14.16 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,181,360 CHF | 5,185,110 CHF | 95.40% | 95.40% |
| 11/07/2024 | 0.08% | 13.68 CHF | 13.69 CHF | 375,000 | 375,000 | 367,956 | 367,956 | 4,978,360 CHF | 4,982,080 CHF | 99.65% | 99.65% |
| 10/07/2024 | 0.08% | 13.42 CHF | 13.43 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,972,940 CHF | 4,976,690 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.08% | 13.03 CHF | 13.04 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,989,210 CHF | 4,992,960 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.07% | 13.54 CHF | 13.55 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,117,560 CHF | 5,121,310 CHF | 99.99% | 99.99% |
| 05/07/2024 | 0.07% | 13.53 CHF | 13.54 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,152,300 CHF | 5,156,050 CHF | 99.80% | 99.80% |
| 04/07/2024 | 0.07% | 13.53 CHF | 13.54 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 5,054,330 CHF | 5,058,080 CHF | 99.93% | 99.93% |
| 03/07/2024 | 0.08% | 13.39 CHF | 13.40 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,969,690 CHF | 4,973,440 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.08% | 12.91 CHF | 12.92 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 4,810,520 CHF | 4,814,270 CHF | 99.99% | 99.99% |
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