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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% | 12.60 CHF | 12.61 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,623,770 CHF | 5,628,270 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.08% | 12.39 CHF | 12.40 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,491,000 CHF | 5,495,500 CHF | 99.95% | 99.95% |
| 11/07/2024 | 0.08% | 12.18 CHF | 12.19 CHF | 450,000 | 450,000 | 449,577 | 449,577 | 5,444,060 CHF | 5,448,560 CHF | 99.89% | 99.89% |
| 10/07/2024 | 0.08% | 11.82 CHF | 11.83 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,294,570 CHF | 5,299,070 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.08% | 11.74 CHF | 11.75 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,312,130 CHF | 5,316,630 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.08% | 11.94 CHF | 11.95 CHF | 450,000 | 450,000 | 449,966 | 449,966 | 5,336,930 CHF | 5,341,430 CHF | 98.24% | 98.24% |
| 05/07/2024 | 0.08% | 11.81 CHF | 11.82 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,304,190 CHF | 5,308,690 CHF | 99.99% | 99.99% |
| 04/07/2024 | 0.08% | 11.84 CHF | 11.85 CHF | 225,000 | 225,000 | 400,858 | 400,858 | 4,765,130 CHF | 4,769,140 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.08% | 11.81 CHF | 11.82 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,356,960 CHF | 5,361,460 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.09% | 11.74 CHF | 11.75 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,247,770 CHF | 5,252,270 CHF | 99.99% | 99.99% |
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