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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% | 96.27 % | 97.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,347 CHF | 242,347 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.81% | 96.49 % | 97.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,036 CHF | 248,036 CHF | 83.13% | 83.13% |
| 11/07/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,541 CHF | 250,541 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,298 CHF | 250,298 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.80% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,832 CHF | 251,833 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,086 CHF | 252,090 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,752 CHF | 253,777 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,087 CHF | 253,110 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,600 CHF | 253,625 CHF | 99.69% | 99.69% |
| 02/07/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,088 CHF | 250,088 CHF | 100.00% | 100.00% |
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