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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 | 0.81% | 9.48 CHF | 9.51 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,115,400 CHF | 1,119,460 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.78% | 9.46 CHF | 9.49 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,185,060 CHF | 1,189,120 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.83% | 9.24 CHF | 9.27 CHF | 150,000 | 150,000 | 122,997 | 122,997 | 1,127,520 CHF | 1,131,570 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.82% | 9.08 CHF | 9.11 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,111,830 CHF | 1,115,880 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.89% | 8.68 CHF | 8.71 CHF | 150,000 | 150,000 | 122,867 | 122,867 | 1,031,160 CHF | 1,035,220 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.88% | 8.21 CHF | 8.24 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,057,700 CHF | 1,061,750 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.08% | 8.34 CHF | 8.37 CHF | 150,000 | 150,000 | 122,105 | 122,105 | 1,009,850 CHF | 1,013,660 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.33% | 8.38 CHF | 8.53 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 103,102 CHF | 104,985 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.91% | 8.69 CHF | 8.72 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,075,470 CHF | 1,079,540 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.01% | 8.14 CHF | 8.17 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 951,930 CHF | 956,001 CHF | 100.00% | 100.00% |
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