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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,438 | 250,000 | 4,972 CHF | 3,750 CHF | 96.62% | 96.62% |
| 28/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,718 | 250,000 | 4,964 CHF | 3,750 CHF | 98.93% | 98.93% |
| 27/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,755 | 250,000 | 4,964 CHF | 3,750 CHF | 98.91% | 98.91% |
| 26/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.94% | 98.94% |
| 23/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,385 | 250,000 | 4,932 CHF | 3,750 CHF | 99.00% | 99.00% |
| 22/08/2024 | 99.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,780 | 250,000 | 4,962 CHF | 3,754 CHF | 98.77% | 98.77% |
| 21/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,581 | 250,000 | 4,983 CHF | 3,750 CHF | 99.00% | 99.00% |
| 20/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,830 | 250,000 | 4,989 CHF | 3,750 CHF | 98.83% | 98.83% |
| 19/08/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,046 | 250,000 | 9,920 CHF | 5,000 CHF | 96.11% | 96.11% |
| 16/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,805 | 250,000 | 4,979 CHF | 3,750 CHF | 97.82% | 97.82% |
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