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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 | 0.20% | 4.85 CHF | 4.86 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 3,300,140 CHF | 3,306,840 CHF | 99.10% | 99.10% |
| 12/07/2024 | 0.21% | 5.13 CHF | 5.14 CHF | 690,000 | 690,000 | 690,000 | 690,000 | 3,352,300 CHF | 3,359,200 CHF | 95.39% | 95.39% |
| 11/07/2024 | 0.23% | 4.76 CHF | 4.77 CHF | 710,000 | 710,000 | 697,304 | 697,304 | 3,242,560 CHF | 3,249,610 CHF | 99.08% | 99.08% |
| 10/07/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 730,000 | 730,000 | 730,000 | 730,000 | 3,265,220 CHF | 3,272,520 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.22% | 4.31 CHF | 4.32 CHF | 700,000 | 700,000 | 697,581 | 697,581 | 3,137,590 CHF | 3,144,590 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 700,000 | 700,000 | 698,817 | 698,817 | 3,331,080 CHF | 3,338,080 CHF | 99.72% | 99.72% |
| 05/07/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 3,404,960 CHF | 3,411,960 CHF | 99.81% | 99.81% |
| 04/07/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 710,000 | 710,000 | 710,000 | 710,000 | 3,315,290 CHF | 3,322,390 CHF | 99.93% | 99.93% |
| 03/07/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 740,000 | 740,000 | 740,000 | 740,000 | 3,343,270 CHF | 3,350,670 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 720,000 | 720,000 | 720,000 | 720,000 | 3,065,350 CHF | 3,072,550 CHF | 98.89% | 98.89% |
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