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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 | 0.50% | 99.25 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,195 CHF | 249,445 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.50% | 99.37 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,148 CHF | 249,398 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.51% | 99.24 % | 99.74 % | 250,000 | 250,000 | 250,000 | 238,379 | 246,871 CHF | 236,588 CHF | 91.04% | 100.00% |
| 10/07/2024 | 0.51% | 98.64 % | 99.14 % | 250,000 | 242,000 | 250,000 | 242,031 | 246,494 CHF | 239,847 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.50% | 98.95 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,439 CHF | 248,689 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.50% | 99.08 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,790 CHF | 249,040 CHF | 99.46% | 99.46% |
| 05/07/2024 | 0.50% | 99.03 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,673 CHF | 248,923 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.50% | 98.93 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,315 CHF | 248,565 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.50% | 98.95 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,200 CHF | 248,450 CHF | 99.91% | 99.91% |
| 02/07/2024 | 0.51% | 98.61 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,322 CHF | 247,572 CHF | 100.00% | 100.00% |
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