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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 | 0.83% | 95.75 % | 96.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,660 CHF | 241,660 CHF | 98.97% | 98.97% |
| 12/07/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,220 CHF | 247,220 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.81% | 97.85 % | 98.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,418 CHF | 246,418 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.82% | 97.40 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,268 CHF | 245,268 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.82% | 97.36 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,782 CHF | 245,782 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.82% | 97.43 % | 98.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,813 CHF | 245,813 CHF | 99.01% | 99.01% |
| 05/07/2024 | 0.81% | 97.30 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,641 CHF | 246,641 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.82% | 97.83 % | 98.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,348 CHF | 246,348 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.82% | 97.49 % | 98.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,433 CHF | 245,433 CHF | 99.67% | 99.67% |
| 02/07/2024 | 0.82% | 97.26 % | 98.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,247 CHF | 244,247 CHF | 100.00% | 100.00% |
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