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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 | 0.33% | 6.39 CHF | 6.41 CHF | 190,000 | 190,000 | 187,934 | 187,934 | 1,183,030 CHF | 1,186,820 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.34% | 6.18 CHF | 6.20 CHF | 190,000 | 190,000 | 187,886 | 187,886 | 1,128,720 CHF | 1,132,500 CHF | 98.46% | 98.46% |
| 11/07/2024 | 0.35% | 6.00 CHF | 6.02 CHF | 190,000 | 190,000 | 187,895 | 187,895 | 1,107,660 CHF | 1,111,450 CHF | 98.62% | 98.62% |
| 10/07/2024 | 0.37% | 5.61 CHF | 5.63 CHF | 190,000 | 190,000 | 187,920 | 187,920 | 1,046,630 CHF | 1,050,420 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.37% | 5.55 CHF | 5.57 CHF | 190,000 | 190,000 | 187,489 | 187,489 | 1,050,840 CHF | 1,054,630 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.36% | 5.74 CHF | 5.76 CHF | 190,000 | 190,000 | 187,484 | 187,484 | 1,063,940 CHF | 1,067,720 CHF | 98.27% | 98.27% |
| 05/07/2024 | 0.37% | 5.61 CHF | 5.63 CHF | 190,000 | 190,000 | 187,920 | 187,920 | 1,050,520 CHF | 1,054,300 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.36% | 5.64 CHF | 5.66 CHF | 100,000 | 100,000 | 168,950 | 168,950 | 959,592 CHF | 962,990 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.36% | 5.60 CHF | 5.62 CHF | 190,000 | 190,000 | 187,921 | 187,921 | 1,067,250 CHF | 1,071,040 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.38% | 5.52 CHF | 5.54 CHF | 190,000 | 190,000 | 187,911 | 187,911 | 1,027,170 CHF | 1,030,950 CHF | 99.99% | 99.99% |
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