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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 | 1.09% | 62.80 % | 63.25 % | 100,000 | 100,000 | 65,690 | 65,690 | 41,180 CHF | 41,598 CHF | 35.94% | 35.94% |
| 12/07/2024 | 0.75% | 69.30 % | 69.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,836 CHF | 69,357 CHF | 97.82% | 97.82% |
| 11/07/2024 | 0.75% | 68.40 % | 68.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,331 CHF | 68,846 CHF | 97.39% | 97.39% |
| 10/07/2024 | 0.75% | 67.85 % | 68.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,549 CHF | 68,060 CHF | 98.51% | 98.51% |
| 09/07/2024 | 0.75% | 67.60 % | 68.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,119 CHF | 68,632 CHF | 97.36% | 97.36% |
| 08/07/2024 | 0.75% | 68.30 % | 68.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,516 CHF | 69,033 CHF | 98.65% | 98.65% |
| 05/07/2024 | 0.76% | 68.45 % | 68.95 % | 100,000 | 100,000 | 99,551 | 99,551 | 69,118 CHF | 69,642 CHF | 98.46% | 98.46% |
| 04/07/2024 | 0.75% | 69.00 % | 69.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,840 CHF | 69,358 CHF | 99.42% | 99.42% |
| 03/07/2024 | 0.75% | 68.65 % | 69.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,397 CHF | 68,914 CHF | 99.82% | 99.82% |
| 02/07/2024 | 0.75% | 68.10 % | 68.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,585 CHF | 68,093 CHF | 99.45% | 99.45% |
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