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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 | 1.00% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 992,620 CHF | 1,002,620 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,011,590 CHF | 1,021,590 CHF | 99.85% | 99.85% |
| 11/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,032,480 CHF | 1,042,480 CHF | 71.51% | 71.51% |
| 10/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,075,770 CHF | 1,085,770 CHF | 99.38% | 99.38% |
| 09/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 1,000,000 | 1,000,000 | 998,823 | 998,823 | 1,076,290 CHF | 1,086,290 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,061,650 CHF | 1,071,650 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,075,350 CHF | 1,085,350 CHF | 99.56% | 99.56% |
| 04/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,100,710 CHF | 1,110,710 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,130,270 CHF | 1,140,270 CHF | 99.77% | 99.77% |
| 02/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,174,980 CHF | 1,184,980 CHF | 99.95% | 99.95% |
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