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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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,608 | 250,000 | 9,926 CHF | 5,000 CHF | 99.68% | 99.68% |
| 11/07/2024 | 62.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,259 CHF | 5,315 CHF | 98.85% | 98.85% |
| 10/07/2024 | 52.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,311 CHF | 6,078 CHF | 96.08% | 96.08% |
| 09/07/2024 | 50.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,964 CHF | 6,241 CHF | 99.67% | 99.67% |
| 08/07/2024 | 42.49% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,916 CHF | 7,229 CHF | 99.84% | 99.84% |
| 05/07/2024 | 40.26% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,872 CHF | 7,468 CHF | 100.00% | 100.00% |
| 04/07/2024 | 48.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,587 CHF | 6,397 CHF | 100.00% | 100.00% |
| 03/07/2024 | 40.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,613 CHF | 7,403 CHF | 99.23% | 99.23% |
| 02/07/2024 | 49.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,144 CHF | 6,286 CHF | 99.66% | 99.66% |
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