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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 | 0.84% | 95.10 % | 95.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,402 CHF | 96,202 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.83% | 95.80 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,803 CHF | 96,603 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.83% | 95.90 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,611 CHF | 96,411 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.84% | 95.00 % | 95.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,809 CHF | 95,609 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.84% | 94.30 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,574 CHF | 95,374 CHF | 99.59% | 99.59% |
| 08/07/2024 | 0.83% | 94.90 % | 95.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,453 CHF | 96,253 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,674 CHF | 478,674 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.84% | 94.80 % | 95.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,616 CHF | 95,416 CHF | 99.45% | 99.45% |
| 03/07/2024 | 0.85% | 94.00 % | 94.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,464 CHF | 94,264 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.87% | 92.50 % | 93.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,919 CHF | 92,719 CHF | 100.00% | 100.00% |
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