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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/07/2024 | 0.81% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,893 CHF | 248,893 CHF | 99.97% | 99.97% |
| 24/07/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,135 CHF | 251,135 CHF | 100.00% | 100.00% |
| 23/07/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,618 CHF | 251,618 CHF | 100.00% | 100.00% |
| 22/07/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 244,000 | 250,000 | 245,371 | 249,467 CHF | 246,813 CHF | 100.00% | 100.00% |
| 19/07/2024 | 0.80% | 99.19 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,535 CHF | 249,535 CHF | 99.73% | 99.73% |
| 18/07/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,747 CHF | 251,747 CHF | 100.00% | 100.00% |
| 17/07/2024 | 0.81% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,641 CHF | 248,641 CHF | 100.00% | 100.00% |
| 16/07/2024 | 0.81% | 98.02 % | 98.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,173 CHF | 247,173 CHF | 100.00% | 100.00% |
| 15/07/2024 | 0.82% | 97.40 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,774 CHF | 244,774 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,690 CHF | 251,690 CHF | 100.00% | 100.00% |
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