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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 | 0.79% | 100.16 % | 100.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,126 CHF | 60,601 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.79% | 100.14 % | 100.93 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,070 CHF | 60,544 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.79% | 99.99 % | 100.78 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,900 CHF | 60,374 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.79% | 99.48 % | 100.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,648 CHF | 60,122 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.79% | 99.40 % | 100.19 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,772 CHF | 60,246 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.79% | 101.89 % | 102.70 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,171 CHF | 61,657 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.79% | 102.11 % | 102.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,303 CHF | 61,789 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.79% | 102.10 % | 102.91 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,213 CHF | 61,699 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.79% | 101.88 % | 102.69 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,110 CHF | 61,596 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.79% | 101.62 % | 102.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,972 CHF | 61,458 CHF | 99.76% | 99.76% |
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