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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 | 1.20% | 95.05 % | 95.75 % | 100,000 | 100,000 | 55,455 | 55,455 | 52,142 CHF | 52,749 CHF | 37.00% | 37.00% |
| 12/07/2024 | 0.75% | 98.95 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,634 CHF | 99,378 CHF | 98.20% | 98.20% |
| 11/07/2024 | 0.75% | 98.30 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,243 CHF | 98,983 CHF | 97.40% | 97.40% |
| 10/07/2024 | 0.75% | 97.90 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,692 CHF | 98,428 CHF | 98.93% | 98.93% |
| 09/07/2024 | 0.75% | 97.70 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,064 CHF | 98,802 CHF | 97.49% | 97.49% |
| 08/07/2024 | 0.75% | 98.20 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,335 CHF | 99,075 CHF | 98.94% | 98.94% |
| 05/07/2024 | 0.75% | 98.25 % | 99.00 % | 100,000 | 100,000 | 99,818 | 99,818 | 98,714 CHF | 99,458 CHF | 97.87% | 97.87% |
| 04/07/2024 | 0.75% | 98.55 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,440 CHF | 99,182 CHF | 98.45% | 98.45% |
| 03/07/2024 | 0.75% | 98.30 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,104 CHF | 98,843 CHF | 99.51% | 99.51% |
| 02/07/2024 | 0.75% | 97.95 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,556 CHF | 98,290 CHF | 98.41% | 98.41% |
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