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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 | 1.71% | 0.59 CHF | 0.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 579,855 CHF | 589,855 CHF | 99.09% | 99.09% |
| 12/07/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 597,751 CHF | 607,751 CHF | 95.40% | 95.40% |
| 11/07/2024 | 1.77% | 0.60 CHF | 0.61 CHF | 1,000,000 | 1,000,000 | 981,966 | 981,966 | 604,308 CHF | 614,235 CHF | 99.11% | 99.11% |
| 10/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 619,312 CHF | 629,312 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 996,520 | 996,520 | 604,499 CHF | 614,499 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 1,000,000 | 1,000,000 | 998,285 | 998,285 | 590,019 CHF | 600,019 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 616,919 CHF | 626,919 CHF | 99.82% | 99.82% |
| 04/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 645,723 CHF | 655,723 CHF | 99.93% | 99.93% |
| 03/07/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 670,105 CHF | 680,105 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 728,660 CHF | 738,660 CHF | 98.88% | 98.88% |
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