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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 | 36.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,362 CHF | 8,090 CHF | 100.00% | 100.00% |
| 12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 980,359 | 250,000 | 19,607 CHF | 7,500 CHF | 98.48% | 98.48% |
| 11/07/2024 | 39.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,693 CHF | 7,673 CHF | 99.98% | 99.98% |
| 10/07/2024 | 38.54% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,099 CHF | 7,775 CHF | 99.76% | 99.76% |
| 09/07/2024 | 39.74% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,195 CHF | 7,549 CHF | 100.00% | 100.00% |
| 08/07/2024 | 39.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 990,219 | 250,000 | 20,520 CHF | 7,679 CHF | 98.99% | 98.99% |
| 05/07/2024 | 34.25% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,310 CHF | 8,577 CHF | 100.00% | 100.00% |
| 04/07/2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,033 | 250,000 | 24,868 CHF | 8,748 CHF | 98.15% | 98.15% |
| 03/07/2024 | 35.73% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,203 CHF | 8,301 CHF | 100.00% | 100.00% |
| 02/07/2024 | 39.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,429 CHF | 7,607 CHF | 100.00% | 100.00% |
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