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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% | 10.18 CHF | 10.19 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,537,320 CHF | 4,541,820 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.10% | 9.98 CHF | 9.99 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,404,020 CHF | 4,408,520 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 450,000 | 450,000 | 449,568 | 449,568 | 4,356,930 CHF | 4,361,430 CHF | 99.88% | 99.88% |
| 10/07/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,204,990 CHF | 4,209,490 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.11% | 9.32 CHF | 9.33 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,222,940 CHF | 4,227,440 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 450,000 | 450,000 | 449,968 | 449,968 | 4,250,620 CHF | 4,255,120 CHF | 98.18% | 98.18% |
| 05/07/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,215,440 CHF | 4,219,940 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 225,000 | 225,000 | 400,858 | 400,858 | 3,793,150 CHF | 3,797,160 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.11% | 9.38 CHF | 9.39 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,263,660 CHF | 4,268,160 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.11% | 9.30 CHF | 9.31 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,153,050 CHF | 4,157,550 CHF | 99.72% | 99.72% |
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