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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 | 0.18% | 5.61 CHF | 5.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,799,130 CHF | 2,804,130 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,849,080 CHF | 2,854,080 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.18% | 5.66 CHF | 5.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,817,770 CHF | 2,822,770 CHF | 71.58% | 71.58% |
| 10/07/2024 | 0.18% | 5.66 CHF | 5.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,796,080 CHF | 2,801,080 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,831,260 CHF | 2,836,260 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,852,260 CHF | 2,857,260 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,923,830 CHF | 2,928,830 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,908,640 CHF | 2,913,640 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,892,920 CHF | 2,897,920 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,927,780 CHF | 2,932,780 CHF | 99.99% | 99.99% |
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