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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% | 98.96 % | 99.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,626 CHF | 149,676 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.70% | 99.69 % | 100.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,909 CHF | 149,959 CHF | 78.50% | 78.50% |
| 11/07/2024 | 0.71% | 99.29 % | 99.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,261 CHF | 149,311 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.71% | 98.40 % | 99.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,701 CHF | 148,751 CHF | 94.72% | 94.72% |
| 09/07/2024 | 0.71% | 98.41 % | 99.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,956 CHF | 149,006 CHF | 97.75% | 97.75% |
| 08/07/2024 | 0.71% | 98.71 % | 99.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,242 CHF | 149,292 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.70% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,704 CHF | 149,754 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.70% | 99.04 % | 99.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,709 CHF | 149,759 CHF | 98.27% | 98.27% |
| 03/07/2024 | 0.71% | 98.36 % | 99.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,300 CHF | 148,350 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.71% | 98.02 % | 98.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,785 CHF | 147,835 CHF | 100.00% | 100.00% |
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