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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 | 1.34% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 739,886 CHF | 749,886 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 759,506 CHF | 769,506 CHF | 99.85% | 99.85% |
| 11/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 780,901 CHF | 790,901 CHF | 71.50% | 71.50% |
| 10/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 822,188 CHF | 832,188 CHF | 99.38% | 99.38% |
| 09/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 998,823 | 998,823 | 823,436 CHF | 833,436 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 807,966 CHF | 817,966 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 822,178 CHF | 832,178 CHF | 99.55% | 99.55% |
| 04/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 848,042 CHF | 858,042 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 876,571 CHF | 886,571 CHF | 99.77% | 99.77% |
| 02/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 919,500 CHF | 929,500 CHF | 99.95% | 99.95% |
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