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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 | 0.30% | 3.37 CHF | 3.38 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,682,490 CHF | 1,687,490 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,731,500 CHF | 1,736,500 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,699,400 CHF | 1,704,400 CHF | 71.58% | 71.58% |
| 10/07/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,675,250 CHF | 1,680,250 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,710,540 CHF | 1,715,540 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,734,220 CHF | 1,739,220 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,803,490 CHF | 1,808,490 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,785,230 CHF | 1,790,230 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,767,160 CHF | 1,772,160 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,800,430 CHF | 1,805,430 CHF | 100.00% | 100.00% |
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