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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 | 59.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,058 CHF | 5,515 CHF | 100.00% | 100.00% |
| 12/07/2024 | 65.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,306 | 250,000 | 10,194 CHF | 5,065 CHF | 99.68% | 99.68% |
| 11/07/2024 | 61.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,534 CHF | 5,384 CHF | 99.13% | 99.13% |
| 10/07/2024 | 61.54% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,539 CHF | 5,385 CHF | 96.10% | 96.10% |
| 09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.65% | 99.65% |
| 08/07/2024 | 53.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,980 CHF | 5,995 CHF | 99.85% | 99.85% |
| 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 | 100.00% | 100.00% |
| 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 | 99.25% | 99.25% |
| 02/07/2024 | 50.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,935 CHF | 6,234 CHF | 99.67% | 99.67% |
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