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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 | 0.69% | 100.49 % | 101.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,818 CHF | 151,868 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.69% | 100.52 % | 101.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,587 CHF | 151,637 CHF | 78.49% | 78.49% |
| 11/07/2024 | 0.70% | 100.30 % | 101.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,526 CHF | 151,576 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.70% | 100.22 % | 100.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,524 CHF | 151,574 CHF | 94.74% | 94.74% |
| 09/07/2024 | 0.70% | 99.98 % | 100.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,236 CHF | 151,286 CHF | 97.75% | 97.75% |
| 08/07/2024 | 0.69% | 100.33 % | 101.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,916 CHF | 151,966 CHF | 99.79% | 99.79% |
| 05/07/2024 | 0.69% | 100.44 % | 101.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,624 CHF | 151,674 CHF | 99.98% | 99.98% |
| 04/07/2024 | 0.70% | 100.14 % | 100.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,118 CHF | 151,168 CHF | 98.25% | 98.25% |
| 03/07/2024 | 0.70% | 99.87 % | 100.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,752 CHF | 150,802 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.70% | 99.48 % | 100.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,150 CHF | 150,200 CHF | 100.00% | 100.00% |
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