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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 | 0.71% | 98.17 % | 98.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,151 CHF | 148,201 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.71% | 98.14 % | 98.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,047 CHF | 148,097 CHF | 78.49% | 78.49% |
| 11/07/2024 | 0.71% | 98.04 % | 98.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,191 CHF | 148,241 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.71% | 98.41 % | 99.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,219 CHF | 148,269 CHF | 94.73% | 94.73% |
| 09/07/2024 | 0.71% | 97.99 % | 98.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,148 CHF | 148,198 CHF | 97.76% | 97.76% |
| 08/07/2024 | 0.71% | 98.16 % | 98.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,271 CHF | 148,321 CHF | 99.77% | 99.77% |
| 05/07/2024 | 0.71% | 98.38 % | 99.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,570 CHF | 148,620 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.71% | 98.39 % | 99.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,556 CHF | 148,606 CHF | 98.27% | 98.27% |
| 03/07/2024 | 0.71% | 98.36 % | 99.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,422 CHF | 148,472 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.71% | 98.05 % | 98.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,838 CHF | 147,888 CHF | 100.00% | 100.00% |
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