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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 | 3.42% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 431,598 CHF | 446,598 CHF | 100.00% | 100.00% |
| 12/07/2024 | 3.28% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 450,353 CHF | 465,353 CHF | 100.00% | 100.00% |
| 11/07/2024 | 3.39% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 434,864 CHF | 449,864 CHF | 71.57% | 71.57% |
| 10/07/2024 | 3.47% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 424,406 CHF | 439,406 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.36% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 2,996,660 | 2,996,640 | 439,147 CHF | 454,145 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.26% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 452,307 CHF | 467,307 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.05% | 0.17 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 2,999,980 | 3,000,000 | 483,777 CHF | 498,781 CHF | 100.00% | 100.00% |
| 04/07/2024 | 3.10% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 475,885 CHF | 490,885 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.17% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 465,154 CHF | 480,154 CHF | 100.00% | 100.00% |
| 02/07/2024 | 3.08% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 2,991,630 | 3,000,000 | 478,444 CHF | 494,783 CHF | 100.00% | 100.00% |
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