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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 | 4.56% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 321,469 CHF | 336,469 CHF | 99.10% | 99.10% |
| 12/07/2024 | 4.67% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 314,258 CHF | 329,258 CHF | 95.39% | 95.39% |
| 11/07/2024 | 5.55% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 2,945,940 | 2,945,940 | 282,473 CHF | 297,362 CHF | 99.68% | 99.68% |
| 10/07/2024 | 5.51% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 264,821 CHF | 279,821 CHF | 100.00% | 100.00% |
| 09/07/2024 | 5.42% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 269,909 CHF | 284,909 CHF | 100.00% | 100.00% |
| 08/07/2024 | 4.78% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 306,592 CHF | 321,592 CHF | 100.00% | 100.00% |
| 05/07/2024 | 4.70% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 312,399 CHF | 327,399 CHF | 99.82% | 99.82% |
| 04/07/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 285,035 CHF | 300,035 CHF | 99.93% | 99.93% |
| 03/07/2024 | 5.48% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 266,305 CHF | 281,305 CHF | 100.00% | 100.00% |
| 02/07/2024 | 6.28% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 231,458 CHF | 246,458 CHF | 100.00% | 100.00% |
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