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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 | 0.89% | 57.15 % | 57.60 % | 100,000 | 100,000 | 86,201 | 86,201 | 49,271 CHF | 49,684 CHF | 12.70% | 12.70% |
| 12/07/2024 | 0.75% | 63.50 % | 64.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,061 CHF | 63,534 CHF | 97.84% | 97.84% |
| 11/07/2024 | 0.75% | 62.65 % | 63.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,573 CHF | 63,044 CHF | 89.83% | 89.83% |
| 10/07/2024 | 0.75% | 62.10 % | 62.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,829 CHF | 62,296 CHF | 93.81% | 93.81% |
| 09/07/2024 | 0.75% | 61.85 % | 62.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,356 CHF | 62,828 CHF | 97.16% | 97.16% |
| 08/07/2024 | 0.75% | 62.55 % | 63.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,737 CHF | 63,210 CHF | 94.03% | 94.03% |
| 05/07/2024 | 0.76% | 62.70 % | 63.15 % | 100,000 | 100,000 | 99,545 | 99,545 | 63,355 CHF | 63,834 CHF | 97.32% | 97.32% |
| 04/07/2024 | 0.75% | 63.25 % | 63.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,066 CHF | 63,539 CHF | 98.18% | 98.18% |
| 03/07/2024 | 0.76% | 62.85 % | 63.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,630 CHF | 63,105 CHF | 99.72% | 99.72% |
| 02/07/2024 | 0.75% | 62.35 % | 62.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,835 CHF | 62,302 CHF | 99.48% | 99.48% |
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