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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 | 3.06% | 0.34 CHF | 0.35 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 966,962 CHF | 996,962 CHF | 100.00% | 100.00% |
| 12/07/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 907,389 CHF | 937,389 CHF | 100.00% | 100.00% |
| 11/07/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 961,458 CHF | 991,458 CHF | 99.99% | 99.99% |
| 10/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 900,975 CHF | 930,975 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 2,939,000 | 900,000 CHF | 911,091 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 872,860 CHF | 902,860 CHF | 98.70% | 98.70% |
| 05/07/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 834,653 CHF | 864,653 CHF | 100.00% | 100.00% |
| 04/07/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 2,277,900 | 2,277,900 | 2,842,160 | 2,842,160 | 792,366 CHF | 820,788 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 799,913 CHF | 829,913 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.01% | 0.26 CHF | 0.26 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 738,302 CHF | 753,302 CHF | 100.00% | 100.00% |
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