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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% | 99.53 % | 100.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,449 CHF | 150,499 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.70% | 99.51 % | 100.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,183 CHF | 150,233 CHF | 78.49% | 78.49% |
| 11/07/2024 | 0.70% | 99.77 % | 100.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,598 CHF | 150,648 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.70% | 99.62 % | 100.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,310 CHF | 150,360 CHF | 94.73% | 94.73% |
| 09/07/2024 | 0.70% | 99.42 % | 100.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,298 CHF | 150,348 CHF | 97.75% | 97.75% |
| 08/07/2024 | 0.70% | 99.39 % | 100.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,250 CHF | 150,300 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.70% | 99.88 % | 100.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,852 CHF | 150,902 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.70% | 100.09 % | 100.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,125 CHF | 151,175 CHF | 98.26% | 98.26% |
| 03/07/2024 | 0.70% | 100.01 % | 100.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,963 CHF | 151,013 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.70% | 99.74 % | 100.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,480 CHF | 150,530 CHF | 100.00% | 100.00% |
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