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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 | 0.82% | 9.38 CHF | 9.41 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,103,360 CHF | 1,107,420 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.78% | 9.36 CHF | 9.39 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,173,030 CHF | 1,177,090 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.84% | 9.14 CHF | 9.17 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,115,530 CHF | 1,119,580 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.83% | 8.98 CHF | 9.01 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,099,760 CHF | 1,103,820 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.90% | 8.58 CHF | 8.61 CHF | 150,000 | 150,000 | 122,890 | 122,890 | 1,019,320 CHF | 1,023,380 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.89% | 8.11 CHF | 8.14 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,045,740 CHF | 1,049,790 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.10% | 8.24 CHF | 8.27 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 997,676 CHF | 1,001,490 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.36% | 8.28 CHF | 8.43 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 101,886 CHF | 103,769 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.92% | 8.60 CHF | 8.63 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,063,360 CHF | 1,067,430 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.02% | 8.04 CHF | 8.07 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 939,815 CHF | 943,885 CHF | 100.00% | 100.00% |
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