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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 | 0.75% | 10.28 CHF | 10.31 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,213,920 CHF | 1,217,980 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.72% | 10.26 CHF | 10.29 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,283,670 CHF | 1,287,720 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.77% | 10.04 CHF | 10.07 CHF | 150,000 | 150,000 | 122,998 | 122,998 | 1,226,240 CHF | 1,230,290 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.76% | 9.89 CHF | 9.92 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,210,740 CHF | 1,214,800 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.81% | 9.48 CHF | 9.51 CHF | 150,000 | 150,000 | 122,868 | 122,868 | 1,129,930 CHF | 1,133,990 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.81% | 9.02 CHF | 9.05 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,156,450 CHF | 1,160,510 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.99% | 9.14 CHF | 9.17 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,107,770 CHF | 1,111,590 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.13% | 9.18 CHF | 9.33 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 112,994 CHF | 114,877 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.83% | 9.50 CHF | 9.53 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,174,850 CHF | 1,178,920 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.91% | 8.95 CHF | 8.98 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,051,420 CHF | 1,055,490 CHF | 100.00% | 100.00% |
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