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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 | 1.22% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 813,354 CHF | 823,354 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 832,374 CHF | 842,374 CHF | 99.85% | 99.85% |
| 11/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 854,002 CHF | 864,002 CHF | 71.51% | 71.51% |
| 10/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 896,299 CHF | 906,299 CHF | 99.38% | 99.38% |
| 09/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 998,826 | 998,826 | 897,728 CHF | 907,728 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 882,405 CHF | 892,405 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 895,635 CHF | 905,635 CHF | 99.56% | 99.56% |
| 04/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 921,221 CHF | 931,221 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 949,950 CHF | 959,950 CHF | 99.77% | 99.77% |
| 02/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 995,031 CHF | 1,005,030 CHF | 99.97% | 99.97% |
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