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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 | 0.85% | 9.03 CHF | 9.06 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,060,710 CHF | 1,064,760 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.81% | 9.01 CHF | 9.04 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,130,250 CHF | 1,134,300 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.88% | 8.80 CHF | 8.83 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,072,750 CHF | 1,076,800 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.86% | 8.63 CHF | 8.66 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,056,870 CHF | 1,060,920 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.93% | 8.23 CHF | 8.26 CHF | 150,000 | 150,000 | 122,891 | 122,891 | 976,479 CHF | 980,535 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.93% | 7.77 CHF | 7.80 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,002,900 CHF | 1,006,950 CHF | 99.99% | 99.99% |
| 05/07/2024 | 1.14% | 7.89 CHF | 7.92 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 955,133 CHF | 958,948 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.46% | 7.93 CHF | 8.08 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 97,587 CHF | 99,470 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.96% | 8.25 CHF | 8.28 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,020,300 CHF | 1,024,370 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.07% | 7.69 CHF | 7.72 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 896,676 CHF | 900,747 CHF | 100.00% | 100.00% |
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