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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 | 0.68% | 102.58 % | 103.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,884 CHF | 154,934 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.68% | 102.58 % | 103.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,882 CHF | 154,932 CHF | 78.50% | 78.50% |
| 11/07/2024 | 0.68% | 102.58 % | 103.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,870 CHF | 154,920 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.68% | 102.56 % | 103.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,840 CHF | 154,890 CHF | 94.74% | 94.74% |
| 09/07/2024 | 0.68% | 102.54 % | 103.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,820 CHF | 154,870 CHF | 97.76% | 97.76% |
| 08/07/2024 | 0.68% | 102.56 % | 103.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,838 CHF | 154,888 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.68% | 102.55 % | 103.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,825 CHF | 154,875 CHF | 99.99% | 99.99% |
| 04/07/2024 | 0.68% | 102.54 % | 103.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,801 CHF | 154,851 CHF | 98.27% | 98.27% |
| 03/07/2024 | 0.68% | 102.46 % | 103.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,681 CHF | 154,731 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.68% | 102.37 % | 103.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,432 CHF | 154,482 CHF | 100.00% | 100.00% |
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