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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 | 0.19% | 5.15 CHF | 5.16 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 2,882,390 CHF | 2,887,890 CHF | 99.10% | 99.10% |
| 12/07/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 2,877,680 CHF | 2,883,280 CHF | 95.39% | 95.39% |
| 11/07/2024 | 0.22% | 5.03 CHF | 5.04 CHF | 570,000 | 570,000 | 559,771 | 559,771 | 2,737,730 CHF | 2,743,390 CHF | 99.10% | 99.10% |
| 10/07/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 2,707,880 CHF | 2,713,680 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.21% | 4.48 CHF | 4.49 CHF | 560,000 | 560,000 | 558,058 | 558,058 | 2,621,990 CHF | 2,627,590 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 570,000 | 570,000 | 569,060 | 569,060 | 2,845,680 CHF | 2,851,380 CHF | 99.99% | 99.99% |
| 05/07/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 2,904,230 CHF | 2,909,930 CHF | 99.81% | 99.81% |
| 04/07/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 2,767,970 CHF | 2,773,670 CHF | 99.93% | 99.93% |
| 03/07/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 2,752,780 CHF | 2,758,680 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 2,520,650 CHF | 2,526,450 CHF | 98.87% | 98.87% |
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