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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 | 3.25% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 303,091 CHF | 313,091 CHF | 99.10% | 99.10% |
| 12/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 297,893 CHF | 307,893 CHF | 95.40% | 95.40% |
| 11/07/2024 | 3.55% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 981,867 | 981,867 | 298,228 CHF | 308,154 CHF | 99.13% | 99.13% |
| 10/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 306,848 CHF | 316,848 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 996,529 | 996,529 | 298,918 CHF | 308,918 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 998,351 | 998,351 | 295,992 CHF | 305,992 CHF | 99.99% | 99.99% |
| 05/07/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 301,431 CHF | 311,431 CHF | 99.82% | 99.82% |
| 04/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 313,877 CHF | 323,877 CHF | 99.94% | 99.94% |
| 03/07/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 327,782 CHF | 337,782 CHF | 100.00% | 100.00% |
| 02/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 358,203 CHF | 368,203 CHF | 98.89% | 98.89% |
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