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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 | 0.79% | 97.09 % | 97.86 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,170 CHF | 58,632 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.79% | 97.21 % | 97.98 % | 60,000 | 60,000 | 60,000 | 60,003 | 58,433 CHF | 58,898 CHF | 94.80% | 100.00% |
| 11/07/2024 | 0.79% | 97.08 % | 97.85 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,217 CHF | 58,679 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.79% | 96.99 % | 97.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,211 CHF | 58,673 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.79% | 97.20 % | 97.97 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,295 CHF | 58,757 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.79% | 98.18 % | 98.96 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,923 CHF | 59,391 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.79% | 98.34 % | 99.12 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,098 CHF | 59,566 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.79% | 98.56 % | 99.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,038 CHF | 59,506 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.79% | 98.16 % | 98.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,896 CHF | 59,364 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.79% | 98.09 % | 98.87 % | 60,000 | 40,000 | 60,000 | 55,108 | 58,908 CHF | 54,539 CHF | 99.76% | 99.76% |
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