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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 | 0.59% | 103.89 % | 104.89 % | 500,000 | 500,000 | 499,568 | 500,000 | 522,910 CHF | 526,461 CHF | 75.31% | 75.52% |
| 12/07/2024 | 0.47% | 106.65 % | 107.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,610 CHF | 535,110 CHF | 78.49% | 78.49% |
| 11/07/2024 | 0.47% | 106.38 % | 106.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,863 CHF | 534,363 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.47% | 106.23 % | 106.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,767 CHF | 533,267 CHF | 94.72% | 94.72% |
| 09/07/2024 | 0.47% | 106.16 % | 106.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,317 CHF | 533,817 CHF | 97.77% | 97.77% |
| 08/07/2024 | 0.47% | 106.26 % | 106.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,526 CHF | 534,026 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.47% | 106.24 % | 106.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,226 CHF | 534,726 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.47% | 106.39 % | 106.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,766 CHF | 534,266 CHF | 98.26% | 98.26% |
| 03/07/2024 | 0.47% | 106.19 % | 106.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,532 CHF | 533,032 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.47% | 106.03 % | 106.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,166 CHF | 531,666 CHF | 100.00% | 100.00% |
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