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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 | 1.21% | 89.35 % | 90.05 % | 100,000 | 100,000 | 54,273 | 54,273 | 47,827 CHF | 48,390 CHF | 17.14% | 17.14% |
| 12/07/2024 | 0.75% | 95.40 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,978 CHF | 95,692 CHF | 98.31% | 98.31% |
| 11/07/2024 | 0.75% | 94.55 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,491 CHF | 95,202 CHF | 90.24% | 90.24% |
| 10/07/2024 | 0.75% | 94.00 % | 94.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,696 CHF | 94,402 CHF | 99.73% | 99.73% |
| 09/07/2024 | 0.75% | 93.75 % | 94.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,226 CHF | 94,937 CHF | 97.55% | 97.55% |
| 08/07/2024 | 0.75% | 94.40 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,576 CHF | 95,289 CHF | 99.14% | 99.14% |
| 05/07/2024 | 0.75% | 94.45 % | 95.20 % | 100,000 | 100,000 | 99,684 | 99,684 | 95,012 CHF | 95,729 CHF | 98.20% | 98.20% |
| 04/07/2024 | 0.75% | 94.85 % | 95.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,718 CHF | 95,433 CHF | 98.67% | 98.67% |
| 03/07/2024 | 0.75% | 94.50 % | 95.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,255 CHF | 94,967 CHF | 99.42% | 99.42% |
| 02/07/2024 | 0.75% | 94.00 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,469 CHF | 94,172 CHF | 98.44% | 98.44% |
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