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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 | 3.40% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 289,102 CHF | 299,102 CHF | 100.00% | 100.00% |
| 12/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 298,357 CHF | 308,357 CHF | 100.00% | 100.00% |
| 11/07/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 280,038 CHF | 290,038 CHF | 100.00% | 100.00% |
| 10/07/2024 | 3.43% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 286,782 CHF | 296,782 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 288,613 CHF | 298,613 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 290,000 CHF | 300,000 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 300,005 CHF | 310,005 CHF | 100.00% | 100.00% |
| 04/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 310,000 CHF | 320,000 CHF | 97.77% | 97.77% |
| 03/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 318,567 CHF | 328,567 CHF | 98.15% | 98.15% |
| 02/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 337,841 CHF | 347,841 CHF | 100.00% | 100.00% |
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