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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 | 0.77% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,286,160 CHF | 1,296,160 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,308,050 CHF | 1,318,050 CHF | 99.85% | 99.85% |
| 11/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,329,170 CHF | 1,339,170 CHF | 71.50% | 71.50% |
| 10/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,371,960 CHF | 1,381,960 CHF | 99.38% | 99.38% |
| 09/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 998,827 | 998,827 | 1,372,710 CHF | 1,382,710 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,355,320 CHF | 1,365,320 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,371,960 CHF | 1,381,960 CHF | 99.55% | 99.55% |
| 04/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,399,010 CHF | 1,409,010 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,428,490 CHF | 1,438,490 CHF | 99.77% | 99.77% |
| 02/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,473,180 CHF | 1,483,180 CHF | 99.96% | 99.96% |
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