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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 | 94.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,710 CHF | 7,855 CHF | 97.00% | 97.00% |
| 12/07/2024 | 68.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,716 CHF | 9,858 CHF | 96.51% | 96.51% |
| 11/07/2024 | 69.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,483 CHF | 9,742 CHF | 97.65% | 97.65% |
| 10/07/2024 | 78.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,821 CHF | 8,911 CHF | 98.70% | 98.70% |
| 09/07/2024 | 86.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,595 CHF | 8,298 CHF | 98.61% | 98.61% |
| 08/07/2024 | 84.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,836 CHF | 8,418 CHF | 94.87% | 94.87% |
| 05/07/2024 | 73.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,669 CHF | 9,334 CHF | 95.09% | 95.09% |
| 04/07/2024 | 75.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,344 CHF | 9,172 CHF | 95.44% | 95.44% |
| 03/07/2024 | 68.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,663 CHF | 9,832 CHF | 96.85% | 96.85% |
| 02/07/2024 | - | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.27% |
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