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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 | 40.62% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,884 CHF | 2,233 CHF | 88.99% | 88.99% |
| 12/07/2024 | 42.03% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,619 CHF | 2,193 CHF | 99.01% | 99.01% |
| 11/07/2024 | 49.93% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 8,138 CHF | 1,971 CHF | 90.82% | 90.82% |
| 10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 95.82% | 95.82% |
| 09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 75.68% | 98.40% |
| 08/07/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 19.31% | 97.64% |
| 05/07/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 33.17% | 98.50% |
| 04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 1.56% | 93.73% |
| 03/07/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 2.24% | 99.75% |
| 02/07/2024 | - | - CHF | 0.01 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.11% |
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