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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 | 0.96% | 8.04 CHF | 8.07 CHF | 150,000 | 150,000 | 123,014 | 123,014 | 938,700 CHF | 942,755 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.91% | 8.02 CHF | 8.05 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,008,220 CHF | 1,012,280 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.99% | 7.81 CHF | 7.84 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 950,592 CHF | 954,646 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.97% | 7.64 CHF | 7.67 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 934,448 CHF | 938,504 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.07% | 7.24 CHF | 7.27 CHF | 150,000 | 150,000 | 122,862 | 122,862 | 854,084 CHF | 858,140 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.06% | 6.77 CHF | 6.80 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 880,824 CHF | 884,879 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.31% | 6.90 CHF | 6.93 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 833,674 CHF | 837,489 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.81% | 6.93 CHF | 7.08 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 85,322 CHF | 87,205 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.10% | 7.25 CHF | 7.28 CHF | 150,000 | 150,000 | 123,039 | 123,039 | 897,360 CHF | 901,431 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.24% | 6.69 CHF | 6.72 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 773,572 CHF | 777,642 CHF | 100.00% | 100.00% |
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