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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% | 13.74 CHF | 13.75 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,139,180 CHF | 6,143,680 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.07% | 13.53 CHF | 13.54 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,006,650 CHF | 6,011,150 CHF | 99.99% | 99.99% |
| 11/07/2024 | 0.08% | 13.32 CHF | 13.33 CHF | 450,000 | 450,000 | 449,584 | 449,584 | 5,959,930 CHF | 5,964,430 CHF | 99.86% | 99.86% |
| 10/07/2024 | 0.08% | 12.97 CHF | 12.98 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,811,640 CHF | 5,816,140 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.08% | 12.89 CHF | 12.90 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,828,930 CHF | 5,833,430 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.08% | 13.09 CHF | 13.10 CHF | 450,000 | 450,000 | 449,966 | 449,966 | 5,852,440 CHF | 5,856,940 CHF | 98.24% | 98.24% |
| 05/07/2024 | 0.08% | 12.95 CHF | 12.96 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,820,830 CHF | 5,825,330 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.08% | 12.99 CHF | 13.00 CHF | 225,000 | 225,000 | 400,858 | 400,858 | 5,226,260 CHF | 5,230,270 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.08% | 12.96 CHF | 12.97 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,875,720 CHF | 5,880,220 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.08% | 12.89 CHF | 12.90 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,767,180 CHF | 5,771,680 CHF | 100.00% | 100.00% |
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