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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 | 0.16% | 6.05 CHF | 6.06 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 3,797,430 CHF | 3,803,630 CHF | 99.09% | 99.09% |
| 12/07/2024 | 0.17% | 6.34 CHF | 6.35 CHF | 640,000 | 640,000 | 640,000 | 640,000 | 3,875,530 CHF | 3,881,930 CHF | 95.39% | 95.39% |
| 11/07/2024 | 0.19% | 5.95 CHF | 5.96 CHF | 650,000 | 650,000 | 638,373 | 638,373 | 3,723,720 CHF | 3,730,170 CHF | 99.07% | 99.07% |
| 10/07/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 660,000 | 660,000 | 660,000 | 660,000 | 3,720,990 CHF | 3,727,590 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 640,000 | 640,000 | 637,767 | 637,767 | 3,612,000 CHF | 3,618,400 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 640,000 | 640,000 | 638,937 | 638,937 | 3,798,310 CHF | 3,804,710 CHF | 99.98% | 99.98% |
| 05/07/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 640,000 | 640,000 | 640,000 | 640,000 | 3,874,840 CHF | 3,881,240 CHF | 99.78% | 99.78% |
| 04/07/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 650,000 | 650,000 | 650,000 | 650,000 | 3,800,960 CHF | 3,807,460 CHF | 99.93% | 99.93% |
| 03/07/2024 | 0.18% | 5.77 CHF | 5.78 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 3,808,190 CHF | 3,814,890 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 650,000 | 650,000 | 650,000 | 650,000 | 3,507,420 CHF | 3,513,920 CHF | 98.88% | 98.88% |
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