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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 | 0.26% | 3.74 CHF | 3.75 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 2,854,270 CHF | 2,861,770 CHF | 99.10% | 99.10% |
| 12/07/2024 | 0.27% | 3.99 CHF | 4.00 CHF | 790,000 | 790,000 | 790,000 | 790,000 | 2,957,970 CHF | 2,965,870 CHF | 95.39% | 95.39% |
| 11/07/2024 | 0.31% | 3.66 CHF | 3.67 CHF | 810,000 | 810,000 | 795,364 | 795,364 | 2,827,430 CHF | 2,835,470 CHF | 99.11% | 99.11% |
| 10/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 840,000 | 840,000 | 840,000 | 840,000 | 2,854,820 CHF | 2,863,220 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.29% | 3.26 CHF | 3.27 CHF | 790,000 | 790,000 | 787,226 | 787,226 | 2,693,660 CHF | 2,701,560 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.27% | 3.59 CHF | 3.60 CHF | 800,000 | 800,000 | 798,653 | 798,653 | 2,931,610 CHF | 2,939,610 CHF | 99.60% | 99.60% |
| 05/07/2024 | 0.27% | 3.59 CHF | 3.60 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 3,004,500 CHF | 3,012,500 CHF | 99.81% | 99.81% |
| 04/07/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 810,000 | 810,000 | 810,000 | 810,000 | 2,898,700 CHF | 2,906,800 CHF | 99.93% | 99.93% |
| 03/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 850,000 | 850,000 | 850,000 | 850,000 | 2,925,980 CHF | 2,934,480 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 820,000 | 820,000 | 820,000 | 820,000 | 2,637,310 CHF | 2,645,510 CHF | 98.89% | 98.89% |
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