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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 | 0.70% | 98.83 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,505 CHF | 249,255 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.71% | 99.21 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,000 CHF | 248,750 CHF | 78.50% | 78.50% |
| 11/07/2024 | 0.71% | 98.61 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,120 CHF | 247,870 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.71% | 98.21 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,987 CHF | 246,737 CHF | 94.72% | 94.72% |
| 09/07/2024 | 0.71% | 97.84 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,144 CHF | 246,894 CHF | 97.75% | 97.75% |
| 08/07/2024 | 0.71% | 98.18 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,473 CHF | 247,223 CHF | 99.78% | 99.78% |
| 05/07/2024 | 0.71% | 97.96 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,752 CHF | 247,502 CHF | 100.00% | 100.00% |
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