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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 | 6.26% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 154,867 CHF | 164,867 CHF | 99.10% | 99.10% |
| 12/07/2024 | 6.08% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 159,529 CHF | 169,529 CHF | 95.39% | 95.39% |
| 11/07/2024 | 5.98% | 0.17 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 981,948 | 981,948 | 175,641 CHF | 185,567 CHF | 99.11% | 99.11% |
| 10/07/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 192,113 CHF | 202,113 CHF | 100.00% | 100.00% |
| 09/07/2024 | 5.46% | 0.21 CHF | 0.22 CHF | 1,000,000 | 1,000,000 | 996,689 | 996,689 | 179,256 CHF | 189,256 CHF | 100.00% | 100.00% |
| 08/07/2024 | 6.22% | 0.17 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 998,317 | 998,317 | 156,121 CHF | 166,121 CHF | 100.00% | 100.00% |
| 05/07/2024 | 5.58% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 174,486 CHF | 184,486 CHF | 99.81% | 99.81% |
| 04/07/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 192,221 CHF | 202,221 CHF | 99.93% | 99.93% |
| 03/07/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 207,595 CHF | 217,595 CHF | 100.00% | 100.00% |
| 02/07/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 260,487 CHF | 270,487 CHF | 98.89% | 98.89% |
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