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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 | 0.99% | 99.00 % | 99.75 % | 100,000 | 100,000 | 75,773 | 75,773 | 75,185 CHF | 75,868 CHF | 87.78% | 87.78% |
| 12/07/2024 | 1.25% | 98.85 % | 100.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,200 CHF | 49,821 CHF | 98.81% | 98.81% |
| 11/07/2024 | 0.75% | 98.35 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,260 CHF | 99,004 CHF | 98.25% | 98.25% |
| 10/07/2024 | 0.75% | 98.00 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,858 CHF | 98,592 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.75% | 97.75 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,721 CHF | 98,457 CHF | 94.27% | 94.27% |
| 08/07/2024 | 0.75% | 97.65 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,652 CHF | 98,387 CHF | 98.50% | 98.50% |
| 05/07/2024 | 0.75% | 97.90 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,848 CHF | 98,587 CHF | 97.32% | 97.32% |
| 04/07/2024 | 0.75% | 97.50 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,363 CHF | 98,093 CHF | 80.53% | 80.53% |
| 03/07/2024 | 0.75% | 96.75 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,321 CHF | 97,047 CHF | 99.71% | 99.71% |
| 02/07/2024 | 0.75% | 96.25 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,602 CHF | 96,325 CHF | 99.49% | 99.49% |
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