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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 | 50.01% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 9,028 CHF | 15,028 CHF | 100.00% | 100.00% |
| 12/07/2024 | 72.22% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 6,189 CHF | 12,849 CHF | 100.00% | 100.00% |
| 11/07/2024 | 74.16% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 5,836 CHF | 12,507 CHF | 71.59% | 71.59% |
| 10/07/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 4,800 CHF | 12,000 CHF | 100.00% | 100.00% |
| 09/07/2024 | 85.87% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 598,636 | 598,636 | 4,789 CHF | 11,989 CHF | 100.00% | 100.00% |
| 08/07/2024 | 66.85% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 598,960 | 598,960 | 5,985 CHF | 11,990 CHF | 100.00% | 100.00% |
| 05/07/2024 | 61.39% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 6,807 CHF | 12,807 CHF | 100.00% | 100.00% |
| 04/07/2024 | 59.90% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 7,035 CHF | 13,035 CHF | 100.00% | 100.00% |
| 03/07/2024 | 56.78% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 7,596 CHF | 13,596 CHF | 100.00% | 100.00% |
| 02/07/2024 | 48.16% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 9,471 CHF | 15,471 CHF | 100.00% | 100.00% |
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