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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 | 77.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,922 CHF | 8,961 CHF | 94.95% | 94.95% |
| 12/07/2024 | 65.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,234 CHF | 10,117 CHF | 95.22% | 95.22% |
| 11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 20.63% | 98.10% |
| 10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 2.55% | 98.99% |
| 09/07/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.03% |
| 08/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 35.94% | 97.14% |
| 05/07/2024 | 59.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,713 CHF | 11,356 CHF | 98.28% | 98.28% |
| 04/07/2024 | 51.38% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,483 CHF | 12,242 CHF | 97.80% | 97.80% |
| 03/07/2024 | 54.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,226 CHF | 11,613 CHF | 96.09% | 96.09% |
| 02/07/2024 | 68.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,556 CHF | 9,778 CHF | 97.21% | 97.21% |
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