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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 | 0.71% | 97.78 % | 98.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,181 CHF | 148,231 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.71% | 97.95 % | 98.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,534 CHF | 147,584 CHF | 78.50% | 78.50% |
| 11/07/2024 | 0.72% | 97.25 % | 97.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,700 CHF | 146,750 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.72% | 96.79 % | 97.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,479 CHF | 145,529 CHF | 94.72% | 94.72% |
| 09/07/2024 | 0.72% | 95.96 % | 96.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,369 CHF | 145,419 CHF | 97.75% | 97.75% |
| 08/07/2024 | 0.73% | 95.79 % | 96.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,754 CHF | 144,804 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.73% | 95.69 % | 96.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,112 CHF | 145,162 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.73% | 95.77 % | 96.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,350 CHF | 144,400 CHF | 98.27% | 98.27% |
| 03/07/2024 | 0.72% | 96.29 % | 96.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,438 CHF | 145,488 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.73% | 96.48 % | 97.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,249 CHF | 145,299 CHF | 100.00% | 100.00% |
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