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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 | 0.17% | 5.87 CHF | 5.88 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 3,219,020 CHF | 3,224,420 CHF | 99.10% | 99.10% |
| 12/07/2024 | 0.17% | 6.17 CHF | 6.18 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 3,221,180 CHF | 3,226,680 CHF | 95.39% | 95.39% |
| 11/07/2024 | 0.19% | 5.75 CHF | 5.76 CHF | 550,000 | 550,000 | 540,108 | 540,108 | 3,025,150 CHF | 3,030,610 CHF | 99.11% | 99.11% |
| 10/07/2024 | 0.19% | 5.50 CHF | 5.51 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 3,008,070 CHF | 3,013,670 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 550,000 | 550,000 | 548,172 | 548,172 | 2,961,190 CHF | 2,966,690 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 550,000 | 550,000 | 549,075 | 549,075 | 3,136,300 CHF | 3,141,800 CHF | 99.99% | 99.99% |
| 05/07/2024 | 0.17% | 5.61 CHF | 5.62 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 3,193,500 CHF | 3,199,000 CHF | 99.81% | 99.81% |
| 04/07/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 3,114,460 CHF | 3,120,060 CHF | 99.94% | 99.94% |
| 03/07/2024 | 0.19% | 5.48 CHF | 5.49 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 3,058,150 CHF | 3,063,850 CHF | 99.09% | 99.09% |
| 02/07/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 2,817,610 CHF | 2,823,210 CHF | 98.86% | 98.86% |
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