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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/07/2024 | 0.42% | 6.64 CHF | 6.68 CHF | 50,000 | 50,000 | 126,715 | 126,715 | 850,200 CHF | 852,385 CHF | 98.26% | 98.26% |
| 24/07/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,790,930 CHF | 1,793,430 CHF | 99.95% | 99.95% |
| 23/07/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,772,190 CHF | 1,774,690 CHF | 100.00% | 100.00% |
| 22/07/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,756,840 CHF | 1,759,340 CHF | 99.99% | 99.99% |
| 19/07/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,785,850 CHF | 1,788,350 CHF | 99.73% | 99.73% |
| 18/07/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 250,000 | 250,000 | 249,853 | 249,853 | 1,898,490 CHF | 1,900,990 CHF | 98.94% | 98.94% |
| 17/07/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,921,470 CHF | 1,923,970 CHF | 99.90% | 99.90% |
| 16/07/2024 | 0.18% | 7.62 CHF | 7.63 CHF | 250,000 | 250,000 | 226,044 | 226,044 | 1,690,710 CHF | 1,693,150 CHF | 99.95% | 99.95% |
| 15/07/2024 | 0.14% | 7.41 CHF | 7.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,809,730 CHF | 1,812,230 CHF | 99.76% | 99.76% |
| 12/07/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 250,000 | 250,000 | 249,928 | 249,928 | 1,789,790 CHF | 1,792,290 CHF | 98.89% | 98.89% |
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