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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% | 10.26 CHF | 10.29 CHF | 150,000 | 150,000 | 123,016 | 123,016 | 1,210,740 CHF | 1,214,800 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.72% | 10.23 CHF | 10.26 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,280,460 CHF | 1,284,510 CHF | 99.99% | 99.99% |
| 11/07/2024 | 0.77% | 10.01 CHF | 10.04 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,223,030 CHF | 1,227,090 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.76% | 9.86 CHF | 9.89 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,207,560 CHF | 1,211,610 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.81% | 9.46 CHF | 9.49 CHF | 150,000 | 150,000 | 122,893 | 122,893 | 1,126,980 CHF | 1,131,030 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.81% | 8.99 CHF | 9.02 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,153,170 CHF | 1,157,230 CHF | 99.99% | 99.99% |
| 05/07/2024 | 0.99% | 9.11 CHF | 9.14 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,104,620 CHF | 1,108,430 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.14% | 9.16 CHF | 9.31 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 112,689 CHF | 114,573 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.83% | 9.47 CHF | 9.50 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,171,590 CHF | 1,175,660 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.91% | 8.92 CHF | 8.95 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,048,210 CHF | 1,052,280 CHF | 100.00% | 100.00% |
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