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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 | 26.46% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,537 CHF | 10,884 CHF | 100.00% | 100.00% |
| 12/07/2024 | 44.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,419 | 250,000 | 17,375 CHF | 6,877 CHF | 98.40% | 98.40% |
| 11/07/2024 | 41.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,011 CHF | 7,253 CHF | 99.88% | 99.88% |
| 10/07/2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,987 CHF | 7,497 CHF | 99.78% | 99.78% |
| 09/07/2024 | 42.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,945 CHF | 7,486 CHF | 100.00% | 100.00% |
| 08/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 98.98% | 98.98% |
| 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 | 98.16% | 98.16% |
| 03/07/2024 | 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% |
| 02/07/2024 | 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% |
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