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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 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,172 CHF | 101,175 CHF | 98.49% | 98.49% |
| 12/07/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,010 CHF | 101,015 CHF | 81.97% | 81.97% |
| 11/07/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,791 CHF | 100,798 CHF | 98.59% | 98.59% |
| 10/07/2024 | 0.99% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,672 CHF | 100,667 CHF | 62.66% | 62.66% |
| 09/07/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,654 CHF | 100,656 CHF | 99.20% | 99.20% |
| 08/07/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,536 CHF | 100,533 CHF | 98.38% | 98.38% |
| 05/07/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,658 CHF | 100,652 CHF | 98.52% | 98.52% |
| 04/07/2024 | 1.00% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,647 CHF | 100,644 CHF | 96.99% | 96.99% |
| 03/07/2024 | 0.99% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,764 CHF | 100,760 CHF | 97.62% | 97.62% |
| 02/07/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,814 CHF | 100,810 CHF | 100.00% | 100.00% |
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