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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 | 0.23% | 4.28 CHF | 4.29 CHF | 710,000 | 710,000 | 710,000 | 710,000 | 3,091,120 CHF | 3,098,220 CHF | 99.09% | 99.09% |
| 12/07/2024 | 0.23% | 4.55 CHF | 4.56 CHF | 730,000 | 730,000 | 730,000 | 730,000 | 3,130,980 CHF | 3,138,280 CHF | 95.40% | 95.40% |
| 11/07/2024 | 0.27% | 4.20 CHF | 4.21 CHF | 750,000 | 750,000 | 736,486 | 736,486 | 3,011,860 CHF | 3,019,310 CHF | 99.10% | 99.10% |
| 10/07/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 780,000 | 780,000 | 780,000 | 780,000 | 3,059,400 CHF | 3,067,200 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 740,000 | 740,000 | 737,455 | 737,455 | 2,910,400 CHF | 2,917,800 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 750,000 | 750,000 | 748,734 | 748,734 | 3,149,540 CHF | 3,157,040 CHF | 99.71% | 99.71% |
| 05/07/2024 | 0.23% | 4.13 CHF | 4.14 CHF | 740,000 | 740,000 | 740,000 | 740,000 | 3,180,410 CHF | 3,187,810 CHF | 99.82% | 99.82% |
| 04/07/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 3,083,440 CHF | 3,090,940 CHF | 99.93% | 99.93% |
| 03/07/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 790,000 | 790,000 | 790,000 | 790,000 | 3,133,780 CHF | 3,141,680 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 760,000 | 760,000 | 760,000 | 760,000 | 2,829,100 CHF | 2,836,700 CHF | 98.89% | 98.89% |
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