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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 | 0.83% | 96.15 % | 96.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,228 CHF | 241,228 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.83% | 96.93 % | 97.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,620 CHF | 241,620 CHF | 90.19% | 90.19% |
| 11/07/2024 | 0.83% | 96.01 % | 96.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,253 CHF | 242,253 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.80% | 99.19 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,341 CHF | 250,341 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,628 CHF | 250,628 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,697 CHF | 251,697 CHF | 99.65% | 99.65% |
| 05/07/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,179 CHF | 250,179 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.81% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,639 CHF | 248,639 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.81% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,184 CHF | 248,184 CHF | 99.70% | 99.70% |
| 02/07/2024 | 0.82% | 97.25 % | 98.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,037 CHF | 245,037 CHF | 99.98% | 99.98% |
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