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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 | 0.80% | 105.79 % | 106.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,141 CHF | 266,266 CHF | 99.99% | 99.99% |
| 24/07/2024 | 0.80% | 106.19 % | 107.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,576 CHF | 267,700 CHF | 100.00% | 100.00% |
| 23/07/2024 | 0.80% | 106.52 % | 107.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,380 CHF | 268,524 CHF | 100.00% | 100.00% |
| 22/07/2024 | 0.80% | 106.53 % | 107.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,102 CHF | 268,240 CHF | 100.00% | 100.00% |
| 19/07/2024 | 0.80% | 106.14 % | 106.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,460 CHF | 267,584 CHF | 99.70% | 99.70% |
| 18/07/2024 | 0.80% | 106.39 % | 107.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,214 CHF | 268,357 CHF | 100.00% | 100.00% |
| 17/07/2024 | 0.80% | 106.72 % | 107.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,454 CHF | 268,600 CHF | 100.00% | 100.00% |
| 16/07/2024 | 0.80% | 106.49 % | 107.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,695 CHF | 267,820 CHF | 100.00% | 100.00% |
| 15/07/2024 | 0.80% | 106.49 % | 107.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,215 CHF | 269,365 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.80% | 106.92 % | 107.78 % | 230,000 | 250,000 | 243,839 | 250,000 | 260,399 CHF | 269,132 CHF | 100.00% | 100.00% |
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