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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 | 1.95% | 65.30 % | 68.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 332,640 CHF | 339,190 CHF | 1.78% | 100.00% |
| 12/07/2024 | 1.68% | 68.50 % | 69.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 347,310 CHF | 353,175 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.74% | 68.90 % | 70.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,010 CHF | 347,985 CHF | 99.35% | 99.35% |
| 10/07/2024 | 0.38% | 81.50 % | 81.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,112 CHF | 407,662 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.37% | 83.00 % | 83.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,923 CHF | 419,473 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.36% | 84.10 % | 84.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,427 CHF | 426,975 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.37% | 83.50 % | 83.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,437 CHF | 419,987 CHF | 97.13% | 97.13% |
| 04/07/2024 | 0.37% | 83.30 % | 83.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,522 CHF | 421,072 CHF | 98.90% | 98.90% |
| 03/07/2024 | 1.04% | 80.20 % | 80.51 % | 500,000 | 500,000 | 499,739 | 499,739 | 392,957 CHF | 397,058 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.35% | 74.60 % | 75.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 372,551 CHF | 377,600 CHF | 100.00% | 100.00% |
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