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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% | 5.44 CHF | 5.45 CHF | 650,000 | 650,000 | 650,000 | 650,000 | 3,586,010 CHF | 3,592,510 CHF | 99.10% | 99.10% |
| 12/07/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 660,000 | 660,000 | 660,000 | 660,000 | 3,595,930 CHF | 3,602,530 CHF | 95.38% | 95.38% |
| 11/07/2024 | 0.21% | 5.35 CHF | 5.36 CHF | 670,000 | 670,000 | 657,942 | 657,942 | 3,442,680 CHF | 3,449,330 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.20% | 5.16 CHF | 5.17 CHF | 690,000 | 690,000 | 690,000 | 690,000 | 3,481,640 CHF | 3,488,540 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 670,000 | 670,000 | 667,655 | 667,655 | 3,385,950 CHF | 3,392,650 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 670,000 | 670,000 | 668,886 | 668,886 | 3,576,690 CHF | 3,583,390 CHF | 99.72% | 99.72% |
| 05/07/2024 | 0.18% | 5.27 CHF | 5.28 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 3,652,090 CHF | 3,658,790 CHF | 99.80% | 99.80% |
| 04/07/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 3,569,510 CHF | 3,576,310 CHF | 99.93% | 99.93% |
| 03/07/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 3,564,100 CHF | 3,571,100 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 3,275,310 CHF | 3,282,110 CHF | 98.89% | 98.89% |
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