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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 | 50.00% | 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% |
| 12/07/2024 | 46.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,633 | 250,000 | 16,803 CHF | 6,738 CHF | 99.68% | 99.68% |
| 11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,128 | 250,000 | 19,843 CHF | 7,500 CHF | 98.70% | 98.70% |
| 10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 96.09% | 96.09% |
| 09/07/2024 | 39.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,100 CHF | 7,525 CHF | 99.66% | 99.66% |
| 08/07/2024 | 34.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,918 CHF | 8,480 CHF | 99.83% | 99.83% |
| 05/07/2024 | 36.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,276 CHF | 8,069 CHF | 100.00% | 100.00% |
| 04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
| 03/07/2024 | 39.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,414 CHF | 7,604 CHF | 99.23% | 99.23% |
| 02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.66% | 99.66% |
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