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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 | 0.74% | 94.09 % | 94.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,194 CHF | 143,244 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.73% | 94.73 % | 95.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,907 CHF | 143,957 CHF | 76.65% | 76.65% |
| 11/07/2024 | 0.73% | 95.58 % | 96.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,752 CHF | 143,802 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.74% | 94.54 % | 95.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,030 CHF | 143,080 CHF | 94.72% | 94.72% |
| 09/07/2024 | 0.73% | 94.78 % | 95.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,605 CHF | 143,655 CHF | 97.77% | 97.77% |
| 08/07/2024 | 0.73% | 94.83 % | 95.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,990 CHF | 144,040 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.73% | 95.50 % | 96.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,283 CHF | 144,333 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.74% | 94.91 % | 95.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,274 CHF | 143,324 CHF | 98.27% | 98.27% |
| 03/07/2024 | 0.74% | 93.84 % | 94.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,786 CHF | 141,836 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.75% | 93.34 % | 94.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,119 CHF | 140,169 CHF | 100.00% | 100.00% |
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