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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 | 146.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 2,052 CHF | 2,938 CHF | 100.00% | 100.00% |
| 12/07/2024 | 116.91% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 980,213 | 250,000 | 3,851 CHF | 3,712 CHF | 98.37% | 98.37% |
| 11/07/2024 | 131.31% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 982,314 | 245,698 | 2,939 CHF | 3,243 CHF | 99.17% | 99.17% |
| 10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.79% | 99.79% |
| 09/07/2024 | 65.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,324 CHF | 5,081 CHF | 100.00% | 100.00% |
| 08/07/2024 | 54.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,662 | 246,999 | 13,605 CHF | 5,873 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 | 99.62% | 99.62% |
| 04/07/2024 | 49.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,371 CHF | 6,343 CHF | 98.16% | 98.16% |
| 03/07/2024 | 68.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,666 CHF | 4,916 CHF | 100.00% | 100.00% |
| 02/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
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