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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 | 0.10% | 10.31 CHF | 10.32 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,596,840 CHF | 4,601,340 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.10% | 10.11 CHF | 10.12 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,463,620 CHF | 4,468,120 CHF | 99.94% | 99.94% |
| 11/07/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 450,000 | 450,000 | 449,569 | 449,569 | 4,416,370 CHF | 4,420,870 CHF | 99.85% | 99.85% |
| 10/07/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,264,560 CHF | 4,269,060 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.11% | 9.45 CHF | 9.46 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,282,510 CHF | 4,287,010 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.10% | 9.66 CHF | 9.67 CHF | 450,000 | 450,000 | 449,961 | 449,961 | 4,309,960 CHF | 4,314,460 CHF | 98.19% | 98.19% |
| 05/07/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,275,030 CHF | 4,279,530 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.10% | 9.55 CHF | 9.56 CHF | 225,000 | 225,000 | 400,860 | 400,860 | 3,846,500 CHF | 3,850,500 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.10% | 9.52 CHF | 9.53 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,323,440 CHF | 4,327,940 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,212,910 CHF | 4,217,410 CHF | 99.99% | 99.99% |
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