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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 | 0.14% | 7.28 CHF | 7.29 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 5,270,450 CHF | 5,277,950 CHF | 99.90% | 99.90% |
| 24/07/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 5,642,540 CHF | 5,650,040 CHF | 99.81% | 99.81% |
| 23/07/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 5,899,020 CHF | 5,906,520 CHF | 100.00% | 100.00% |
| 22/07/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 5,658,700 CHF | 5,666,200 CHF | 99.99% | 99.99% |
| 19/07/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 5,432,430 CHF | 5,439,930 CHF | 99.99% | 99.99% |
| 18/07/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 5,771,700 CHF | 5,779,200 CHF | 99.98% | 99.98% |
| 17/07/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 750,000 | 750,000 | 746,271 | 746,271 | 5,761,370 CHF | 5,768,870 CHF | 99.93% | 99.93% |
| 16/07/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 5,892,080 CHF | 5,899,580 CHF | 99.98% | 99.98% |
| 15/07/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 6,149,000 CHF | 6,156,500 CHF | 99.09% | 99.09% |
| 12/07/2024 | 0.12% | 8.42 CHF | 8.43 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 6,068,680 CHF | 6,076,180 CHF | 95.40% | 95.40% |
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