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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 | 0.88% | 90.59 % | 91.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,377 CHF | 229,377 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.89% | 90.22 % | 91.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,303 CHF | 226,303 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.90% | 89.11 % | 89.91 % | 241,000 | 250,000 | 248,296 | 250,000 | 220,546 CHF | 224,062 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.91% | 87.69 % | 88.49 % | 241,000 | 250,000 | 249,104 | 250,000 | 216,837 CHF | 219,621 CHF | 99.99% | 99.99% |
| 09/07/2024 | 0.92% | 86.55 % | 87.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,153 CHF | 219,153 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.92% | 86.24 % | 87.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,479 CHF | 217,479 CHF | 99.93% | 99.93% |
| 05/07/2024 | 0.92% | 86.20 % | 87.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,708 CHF | 218,708 CHF | 99.99% | 99.99% |
| 04/07/2024 | 0.93% | 86.09 % | 86.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,229 CHF | 216,229 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.93% | 85.70 % | 86.50 % | 250,000 | 239,000 | 250,000 | 248,729 | 214,950 CHF | 215,851 CHF | 99.62% | 99.62% |
| 02/07/2024 | 0.92% | 86.75 % | 87.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,699 CHF | 217,699 CHF | 99.98% | 99.98% |
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