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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 | 0.04% | 23.23 CHF | 23.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,750,160 CHF | 5,752,660 CHF | 99.98% | 99.98% |
| 12/07/2024 | 0.04% | 22.98 CHF | 22.99 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,662,020 CHF | 5,664,520 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.04% | 22.72 CHF | 22.73 CHF | 250,000 | 250,000 | 249,769 | 249,769 | 5,740,400 CHF | 5,742,900 CHF | 99.81% | 99.81% |
| 10/07/2024 | 0.04% | 22.71 CHF | 22.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,664,700 CHF | 5,667,200 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.04% | 22.61 CHF | 22.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,655,530 CHF | 5,658,030 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.04% | 22.51 CHF | 22.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,609,000 CHF | 5,611,500 CHF | 98.77% | 98.77% |
| 05/07/2024 | 0.04% | 22.35 CHF | 22.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,560,320 CHF | 5,562,820 CHF | 99.92% | 99.92% |
| 04/07/2024 | 0.04% | 22.24 CHF | 22.25 CHF | 125,000 | 125,000 | 222,699 | 222,699 | 4,965,690 CHF | 4,967,920 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.05% | 22.17 CHF | 22.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,529,400 CHF | 5,531,900 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.05% | 21.86 CHF | 21.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,417,150 CHF | 5,419,650 CHF | 99.99% | 99.99% |
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