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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% | 100.61 % | 101.41 % | 60,000 | 60,000 | 41,560 | 60,000 | 41,828 CHF | 60,868 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.79% | 100.91 % | 101.71 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,519 CHF | 60,999 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.79% | 100.60 % | 101.40 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,231 CHF | 60,711 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.79% | 99.82 % | 100.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,891 CHF | 60,365 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.79% | 99.80 % | 100.59 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,914 CHF | 60,388 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.79% | 99.83 % | 100.62 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,892 CHF | 60,366 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.79% | 99.92 % | 100.71 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,314 CHF | 60,790 CHF | 99.23% | 99.23% |
| 04/07/2024 | 0.79% | 101.77 % | 102.58 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,058 CHF | 61,544 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.79% | 101.76 % | 102.57 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,021 CHF | 61,507 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.79% | 101.67 % | 102.48 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,986 CHF | 61,472 CHF | 99.79% | 99.79% |
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