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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 | 0.79% | 94.67 % | 95.42 % | 64,000 | 70,000 | 68,873 | 70,000 | 65,083 CHF | 66,675 CHF | 82.84% | 82.84% |
| 12/07/2024 | 0.79% | 92.99 % | 93.73 % | 70,000 | 70,000 | 70,000 | 70,000 | 64,715 CHF | 65,228 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.79% | 91.03 % | 91.75 % | 70,000 | 70,000 | 70,000 | 70,000 | 63,566 CHF | 64,070 CHF | 92.89% | 92.89% |
| 10/07/2024 | 0.79% | 89.52 % | 90.23 % | 70,000 | 70,000 | 70,000 | 70,000 | 61,494 CHF | 61,982 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.79% | 86.37 % | 87.06 % | 70,000 | 70,000 | 70,000 | 70,000 | 60,810 CHF | 61,292 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.79% | 85.57 % | 86.25 % | 70,000 | 70,000 | 70,000 | 70,000 | 59,845 CHF | 60,321 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.79% | 85.55 % | 86.23 % | 70,000 | 70,000 | 70,000 | 70,000 | 60,776 CHF | 61,258 CHF | 99.70% | 99.70% |
| 04/07/2024 | 0.79% | 85.27 % | 85.95 % | 70,000 | 70,000 | 70,000 | 70,000 | 59,367 CHF | 59,839 CHF | 78.42% | 78.42% |
| 03/07/2024 | 0.79% | 87.37 % | 88.06 % | 70,000 | 70,000 | 70,000 | 70,000 | 61,820 CHF | 62,311 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.79% | 89.13 % | 89.84 % | 70,000 | 70,000 | 70,000 | 70,000 | 62,106 CHF | 62,598 CHF | 96.38% | 96.38% |
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