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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 | 27.76% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,309 CHF | 3,423 CHF | 93.74% | 93.74% |
| 12/07/2024 | 35.71% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,144 CHF | 3,022 CHF | 98.15% | 98.15% |
| 11/07/2024 | 32.17% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,349 CHF | 3,190 CHF | 98.54% | 98.54% |
| 10/07/2024 | 59.52% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 447,269 | 94,141 | 8,901 CHF | 3,297 CHF | 100.00% | 100.00% |
| 09/07/2024 | 54.13% | 0.02 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 11,349 CHF | 3,915 CHF | 100.00% | 100.00% |
| 08/07/2024 | 32.31% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,468 CHF | 3,222 CHF | 99.99% | 99.99% |
| 05/07/2024 | 31.61% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,372 CHF | 4,214 CHF | 98.89% | 98.89% |
| 04/07/2024 | 25.26% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,126 CHF | 3,901 CHF | 100.00% | 100.00% |
| 03/07/2024 | 27.65% | 0.04 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 18,425 CHF | 4,848 CHF | 99.89% | 99.89% |
| 02/07/2024 | 48.99% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 11,622 CHF | 3,800 CHF | 100.00% | 100.00% |
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