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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 | 1.00% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,309 CHF | 100,305 CHF | 98.49% | 98.49% |
| 12/07/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,185 CHF | 100,180 CHF | 81.98% | 81.98% |
| 11/07/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,117 CHF | 100,120 CHF | 98.59% | 98.59% |
| 10/07/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,028 CHF | 100,031 CHF | 86.85% | 86.85% |
| 09/07/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,044 CHF | 100,038 CHF | 99.20% | 99.20% |
| 08/07/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,120 CHF | 100,115 CHF | 98.38% | 98.38% |
| 05/07/2024 | 1.00% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,127 CHF | 100,126 CHF | 98.52% | 98.52% |
| 04/07/2024 | 0.99% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,117 CHF | 100,100 CHF | 96.99% | 96.99% |
| 03/07/2024 | 1.01% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,077 CHF | 100,083 CHF | 97.62% | 97.62% |
| 02/07/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,942 CHF | 99,942 CHF | 100.00% | 100.00% |
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