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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 | 10.58% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 89,601 CHF | 99,601 CHF | 99.10% | 99.10% |
| 12/07/2024 | 10.35% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 91,685 CHF | 101,685 CHF | 95.39% | 95.39% |
| 11/07/2024 | 10.33% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 982,009 | 982,009 | 99,416 CHF | 109,343 CHF | 99.08% | 99.08% |
| 10/07/2024 | 8.88% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 107,603 CHF | 117,603 CHF | 100.00% | 100.00% |
| 09/07/2024 | 9.73% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 996,523 | 996,523 | 98,402 CHF | 108,402 CHF | 100.00% | 100.00% |
| 08/07/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 998,282 | 998,282 | 87,803 CHF | 97,803 CHF | 100.00% | 100.00% |
| 05/07/2024 | 9.65% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 98,767 CHF | 108,767 CHF | 99.82% | 99.82% |
| 04/07/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 108,240 CHF | 118,240 CHF | 99.93% | 99.93% |
| 03/07/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 116,579 CHF | 126,579 CHF | 100.00% | 100.00% |
| 02/07/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 148,059 CHF | 158,059 CHF | 98.88% | 98.88% |
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