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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 | 0.72% | 96.12 % | 96.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,874 CHF | 145,924 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.72% | 97.05 % | 97.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,783 CHF | 145,833 CHF | 78.49% | 78.49% |
| 11/07/2024 | 0.71% | 96.61 % | 97.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,517 CHF | 147,567 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.69% | 100.72 % | 101.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,661 CHF | 151,711 CHF | 94.74% | 94.74% |
| 09/07/2024 | 0.69% | 100.57 % | 101.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,815 CHF | 151,865 CHF | 97.77% | 97.77% |
| 08/07/2024 | 0.70% | 99.84 % | 100.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,185 CHF | 151,235 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.70% | 99.93 % | 100.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,949 CHF | 150,999 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.70% | 99.73 % | 100.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,961 CHF | 151,011 CHF | 98.26% | 98.26% |
| 03/07/2024 | 0.70% | 100.25 % | 100.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,109 CHF | 151,159 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.70% | 100.10 % | 100.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,509 CHF | 150,559 CHF | 100.00% | 100.00% |
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