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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 | 65.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,253 CHF | 5,063 CHF | 100.00% | 100.00% |
| 12/07/2024 | 64.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,493 | 250,000 | 10,622 CHF | 5,172 CHF | 98.38% | 98.38% |
| 11/07/2024 | 60.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,278 | 250,000 | 11,750 CHF | 5,466 CHF | 98.98% | 98.98% |
| 10/07/2024 | 66.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,026 CHF | 5,006 CHF | 99.76% | 99.76% |
| 09/07/2024 | 58.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,388 CHF | 5,597 CHF | 100.00% | 100.00% |
| 08/07/2024 | 51.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,459 CHF | 6,115 CHF | 98.97% | 98.97% |
| 05/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
| 04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 98.15% | 98.15% |
| 03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
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