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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% | 101.68 % | 102.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,637 CHF | 153,687 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.69% | 101.72 % | 102.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,542 CHF | 153,592 CHF | 78.49% | 78.49% |
| 11/07/2024 | 0.69% | 101.61 % | 102.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,440 CHF | 153,490 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.69% | 101.46 % | 102.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,162 CHF | 153,212 CHF | 94.74% | 94.74% |
| 09/07/2024 | 0.69% | 101.46 % | 102.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,975 CHF | 153,025 CHF | 97.76% | 97.76% |
| 08/07/2024 | 0.69% | 101.30 % | 102.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,978 CHF | 153,028 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.69% | 101.22 % | 101.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,873 CHF | 152,923 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.69% | 101.27 % | 101.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,928 CHF | 152,978 CHF | 98.26% | 98.26% |
| 03/07/2024 | 0.69% | 101.25 % | 101.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,809 CHF | 152,859 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.69% | 101.04 % | 101.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,444 CHF | 152,494 CHF | 100.00% | 100.00% |
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