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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 | 1.01% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,220 CHF | 99,220 CHF | 98.49% | 98.49% |
| 12/07/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,324 CHF | 99,324 CHF | 81.80% | 81.80% |
| 11/07/2024 | 1.02% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,862 CHF | 98,862 CHF | 98.58% | 98.58% |
| 10/07/2024 | 1.01% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,074 CHF | 99,074 CHF | 86.47% | 86.47% |
| 09/07/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,055 CHF | 100,057 CHF | 99.18% | 99.18% |
| 08/07/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,283 CHF | 100,277 CHF | 98.37% | 98.37% |
| 05/07/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,150 CHF | 100,143 CHF | 98.52% | 98.52% |
| 04/07/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,006 CHF | 100,001 CHF | 96.97% | 96.97% |
| 03/07/2024 | 1.00% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,506 CHF | 100,507 CHF | 97.61% | 97.61% |
| 02/07/2024 | 1.00% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,369 CHF | 100,366 CHF | 100.00% | 100.00% |
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