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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/07/2024 | 66.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,995 CHF | 4,999 CHF | 98.88% | 98.88% |
| 24/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.98% | 98.98% |
| 23/07/2024 | 99.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,976 | 250,000 | 5,102 CHF | 3,780 CHF | 99.08% | 99.08% |
| 22/07/2024 | 87.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,494 | 250,000 | 6,771 CHF | 4,212 CHF | 99.02% | 99.02% |
| 19/07/2024 | 77.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,375 CHF | 4,594 CHF | 98.63% | 98.63% |
| 18/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 96.74% | 96.74% |
| 17/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.73% | 98.73% |
| 16/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.95% | 98.95% |
| 15/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.98% | 98.98% |
| 12/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,925 | 250,000 | 4,985 CHF | 3,750 CHF | 98.73% | 98.73% |
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