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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 | 0.69% | 100.79 % | 101.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,163 CHF | 152,213 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.69% | 100.72 % | 101.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,071 CHF | 152,121 CHF | 78.49% | 78.49% |
| 11/07/2024 | 0.69% | 100.62 % | 101.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,863 CHF | 151,913 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.70% | 100.35 % | 101.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,396 CHF | 151,446 CHF | 94.74% | 94.74% |
| 09/07/2024 | 0.70% | 100.24 % | 100.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,474 CHF | 151,524 CHF | 97.77% | 97.77% |
| 08/07/2024 | 0.70% | 100.11 % | 100.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,225 CHF | 151,275 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.70% | 100.18 % | 100.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,345 CHF | 151,395 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.70% | 100.21 % | 100.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,174 CHF | 151,224 CHF | 98.26% | 98.26% |
| 03/07/2024 | 0.70% | 100.19 % | 100.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,283 CHF | 151,333 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.70% | 100.21 % | 100.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,212 CHF | 151,262 CHF | 100.00% | 100.00% |
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