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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 | 12.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 74,214 CHF | 84,214 CHF | 100.00% | 100.00% |
| 12/07/2024 | 13.07% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 71,532 CHF | 81,532 CHF | 99.85% | 99.85% |
| 11/07/2024 | 13.84% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 67,521 CHF | 77,521 CHF | 71.51% | 71.51% |
| 10/07/2024 | 16.08% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 57,187 CHF | 67,187 CHF | 99.38% | 99.38% |
| 09/07/2024 | 16.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 996,165 | 996,165 | 57,249 CHF | 67,249 CHF | 100.00% | 100.00% |
| 08/07/2024 | 14.37% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 998,276 | 998,276 | 64,749 CHF | 74,749 CHF | 99.99% | 99.99% |
| 05/07/2024 | 14.21% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 65,384 CHF | 75,384 CHF | 99.56% | 99.56% |
| 04/07/2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 60,072 CHF | 70,072 CHF | 100.00% | 100.00% |
| 03/07/2024 | 18.04% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 50,726 CHF | 60,726 CHF | 99.77% | 99.77% |
| 02/07/2024 | 19.74% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 45,714 CHF | 55,714 CHF | 99.94% | 99.94% |
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