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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 | 0.79% | 100.30 % | 101.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,150 CHF | 50,550 CHF | 99.70% | 99.70% |
| 12/07/2024 | 1.00% | 99.70 % | 100.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,850 CHF | 50,350 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.00% | 99.70 % | 100.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,850 CHF | 50,350 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.80% | 99.80 % | 100.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,898 CHF | 50,298 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.80% | 99.70 % | 100.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,897 CHF | 50,297 CHF | 99.58% | 99.58% |
| 08/07/2024 | 0.99% | 100.10 % | 101.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,053 CHF | 50,553 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.99% | 100.10 % | 101.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,050 CHF | 50,550 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.80% | 100.20 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,100 CHF | 50,500 CHF | 99.38% | 99.38% |
| 03/07/2024 | 0.80% | 100.20 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,100 CHF | 50,500 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.98% | 101.10 % | 102.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,550 CHF | 51,050 CHF | 100.00% | 100.00% |
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