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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 | - | 60.00 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 12/07/2024 | - | 61.20 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 11/07/2024 | 2.41% | 61.80 % | 68.25 % | 250,000 | 250,000 | 382,279 | 382,279 | 263,385 CHF | 268,838 CHF | 9.89% | 99.11% |
| 10/07/2024 | 1.17% | 76.70 % | 77.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,314 CHF | 385,814 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.40% | 77.80 % | 78.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,812 CHF | 394,388 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.37% | 79.30 % | 79.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,723 CHF | 404,223 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.38% | 79.40 % | 79.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,945 CHF | 399,445 CHF | 97.13% | 97.13% |
| 04/07/2024 | 0.37% | 79.40 % | 79.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 400,219 CHF | 401,721 CHF | 98.90% | 98.90% |
| 03/07/2024 | 1.23% | 74.90 % | 75.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 367,089 CHF | 371,637 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.44% | 69.40 % | 70.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 345,503 CHF | 350,503 CHF | 100.00% | 100.00% |
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