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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/07/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,868 CHF | 487,368 CHF | 99.85% | 99.85% |
| 24/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,828 CHF | 494,328 CHF | 100.00% | 100.00% |
| 23/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,598 CHF | 498,098 CHF | 100.00% | 100.00% |
| 22/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,078 CHF | 497,578 CHF | 100.00% | 100.00% |
| 19/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,510 CHF | 496,010 CHF | 90.53% | 90.53% |
| 18/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,532 CHF | 499,032 CHF | 99.92% | 99.92% |
| 17/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,423 CHF | 499,923 CHF | 99.91% | 99.91% |
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