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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 | 0.82% | 96.55 % | 97.35 % | 220,000 | 15,000 | 221,316 | 219,357 | 214,042 CHF | 214,093 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 230,000 | 250,000 | 247,120 | 246,510 CHF | 245,642 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,714 CHF | 247,714 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.81% | 98.00 % | 98.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,703 CHF | 246,703 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.81% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,936 CHF | 246,936 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,125 CHF | 247,125 CHF | 99.56% | 99.56% |
| 05/07/2024 | 0.81% | 97.87 % | 98.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,116 CHF | 248,116 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 240,000 | 250,000 | 246,976 | 245,865 CHF | 244,865 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,043 CHF | 247,043 CHF | 99.88% | 99.88% |
| 02/07/2024 | 0.82% | 97.85 % | 98.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,865 CHF | 245,865 CHF | 100.00% | 100.00% |
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