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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 | 0.76% | 10.08 CHF | 10.11 CHF | 150,000 | 150,000 | 123,016 | 123,016 | 1,188,990 CHF | 1,193,050 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.73% | 10.06 CHF | 10.09 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,258,720 CHF | 1,262,780 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.78% | 9.84 CHF | 9.87 CHF | 150,000 | 150,000 | 122,998 | 122,998 | 1,201,250 CHF | 1,205,310 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.77% | 9.68 CHF | 9.71 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,185,730 CHF | 1,189,790 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.83% | 9.28 CHF | 9.31 CHF | 150,000 | 150,000 | 122,893 | 122,893 | 1,105,140 CHF | 1,109,200 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.83% | 8.81 CHF | 8.84 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,131,400 CHF | 1,135,460 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.01% | 8.94 CHF | 8.97 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,082,960 CHF | 1,086,770 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.18% | 8.98 CHF | 9.13 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 110,497 CHF | 112,380 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.85% | 9.30 CHF | 9.33 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,149,680 CHF | 1,153,750 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.93% | 8.74 CHF | 8.77 CHF | 150,000 | 150,000 | 123,015 | 123,015 | 1,026,240 CHF | 1,030,310 CHF | 99.99% | 99.99% |
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