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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 | 1.21% | 0.80 CHF | 0.81 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,475,570 CHF | 2,505,570 CHF | 99.10% | 99.10% |
| 12/07/2024 | 1.24% | 0.88 CHF | 0.89 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,414,680 CHF | 2,444,680 CHF | 95.39% | 95.39% |
| 11/07/2024 | 1.45% | 0.78 CHF | 0.79 CHF | 3,000,000 | 3,000,000 | 2,945,890 | 2,945,890 | 2,201,560 CHF | 2,231,340 CHF | 99.68% | 99.68% |
| 10/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,091,750 CHF | 2,121,750 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.40% | 0.66 CHF | 0.67 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,136,790 CHF | 2,166,790 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,360,480 CHF | 2,390,480 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.24% | 0.76 CHF | 0.77 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,407,760 CHF | 2,437,760 CHF | 99.82% | 99.82% |
| 04/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,240,800 CHF | 2,270,800 CHF | 99.93% | 99.93% |
| 03/07/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,109,700 CHF | 2,139,700 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 3,000,000 | 3,000,000 | 2,999,970 | 3,000,000 | 1,883,800 CHF | 1,913,820 CHF | 100.00% | 100.00% |
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