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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 | 994,546 | 250,000 | 4,973 CHF | 3,750 CHF | 96.62% | 96.62% |
| 28/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,778 | 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 | 992,835 | 250,000 | 4,964 CHF | 3,750 CHF | 99.07% | 99.07% |
| 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 | 98.89% | 98.89% |
| 23/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,092 | 250,000 | 4,935 CHF | 3,750 CHF | 98.99% | 98.99% |
| 22/08/2024 | 93.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,439 | 250,000 | 5,939 CHF | 4,003 CHF | 98.79% | 98.79% |
| 21/08/2024 | 99.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,629 | 250,000 | 5,016 CHF | 3,758 CHF | 99.02% | 99.02% |
| 20/08/2024 | 98.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,860 | 250,000 | 5,232 CHF | 3,811 CHF | 98.81% | 98.81% |
| 19/08/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,963 | 250,000 | 9,920 CHF | 5,000 CHF | 96.13% | 96.13% |
| 16/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,875 | 250,000 | 4,979 CHF | 3,750 CHF | 97.81% | 97.81% |
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