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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 | 0.09% | 11.46 CHF | 11.47 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,110,120 CHF | 5,114,620 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.09% | 11.25 CHF | 11.26 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,977,140 CHF | 4,981,640 CHF | 99.95% | 99.95% |
| 11/07/2024 | 0.09% | 11.04 CHF | 11.05 CHF | 450,000 | 450,000 | 449,581 | 449,581 | 4,930,060 CHF | 4,934,560 CHF | 99.88% | 99.88% |
| 10/07/2024 | 0.09% | 10.67 CHF | 10.68 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,779,540 CHF | 4,784,040 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.09% | 10.60 CHF | 10.61 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,797,250 CHF | 4,801,750 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.09% | 10.80 CHF | 10.81 CHF | 450,000 | 450,000 | 449,964 | 449,964 | 4,823,230 CHF | 4,827,730 CHF | 98.26% | 98.26% |
| 05/07/2024 | 0.09% | 10.66 CHF | 10.67 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,789,470 CHF | 4,793,970 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.09% | 10.69 CHF | 10.70 CHF | 225,000 | 225,000 | 400,858 | 400,858 | 4,305,520 CHF | 4,309,520 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.09% | 10.66 CHF | 10.67 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,840,000 CHF | 4,844,500 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.10% | 10.59 CHF | 10.60 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,730,140 CHF | 4,734,640 CHF | 100.00% | 100.00% |
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