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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 | 0.70% | 99.17 % | 99.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,952 CHF | 150,002 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.70% | 99.19 % | 99.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,614 CHF | 149,664 CHF | 78.49% | 78.49% |
| 11/07/2024 | 0.70% | 99.10 % | 99.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,515 CHF | 149,565 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.71% | 98.67 % | 99.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,729 CHF | 148,779 CHF | 94.74% | 94.74% |
| 09/07/2024 | 0.71% | 98.49 % | 99.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,851 CHF | 148,901 CHF | 97.77% | 97.77% |
| 08/07/2024 | 0.71% | 98.58 % | 99.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,986 CHF | 149,036 CHF | 99.77% | 99.77% |
| 05/07/2024 | 0.71% | 98.54 % | 99.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,114 CHF | 149,164 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.71% | 98.69 % | 99.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,937 CHF | 148,987 CHF | 98.26% | 98.26% |
| 03/07/2024 | 0.71% | 98.51 % | 99.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,730 CHF | 148,780 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.71% | 98.17 % | 98.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,953 CHF | 148,003 CHF | 100.00% | 100.00% |
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