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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 | 0.94% | 84.76 % | 85.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,866 CHF | 212,866 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.88% | 91.49 % | 92.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,404 CHF | 229,404 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.88% | 90.83 % | 91.63 % | 250,000 | 190,000 | 250,000 | 245,383 | 227,122 CHF | 224,897 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.88% | 91.39 % | 92.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,572 CHF | 229,572 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.87% | 91.11 % | 91.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,806 CHF | 230,806 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.87% | 91.34 % | 92.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,275 CHF | 231,275 CHF | 99.76% | 99.76% |
| 05/07/2024 | 0.86% | 91.27 % | 92.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,748 CHF | 232,748 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.87% | 91.82 % | 92.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,122 CHF | 231,122 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.88% | 91.31 % | 92.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,415 CHF | 229,415 CHF | 99.80% | 99.80% |
| 02/07/2024 | 0.89% | 90.56 % | 91.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,230 CHF | 226,230 CHF | 99.98% | 99.98% |
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