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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 | 0.87% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,145,090 CHF | 1,155,090 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,166,650 CHF | 1,176,650 CHF | 99.85% | 99.85% |
| 11/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,186,840 CHF | 1,196,840 CHF | 71.51% | 71.51% |
| 10/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,230,380 CHF | 1,240,380 CHF | 99.38% | 99.38% |
| 09/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 998,823 | 998,823 | 1,231,080 CHF | 1,241,080 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,213,580 CHF | 1,223,580 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,230,260 CHF | 1,240,260 CHF | 99.56% | 99.56% |
| 04/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,256,440 CHF | 1,266,440 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,286,570 CHF | 1,296,570 CHF | 99.77% | 99.77% |
| 02/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,330,140 CHF | 1,340,140 CHF | 99.97% | 99.97% |
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