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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 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 100,000 CHF | 110,000 CHF | 100.00% | 100.00% |
| 12/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 110,000 CHF | 120,000 CHF | 100.00% | 100.00% |
| 11/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 100,000 CHF | 110,000 CHF | 100.00% | 100.00% |
| 10/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 110,000 CHF | 120,000 CHF | 100.00% | 100.00% |
| 09/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 110,000 CHF | 120,000 CHF | 100.00% | 100.00% |
| 08/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 110,000 CHF | 120,000 CHF | 100.00% | 100.00% |
| 05/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 110,000 CHF | 120,000 CHF | 100.00% | 100.00% |
| 04/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 110,000 CHF | 120,000 CHF | 97.60% | 97.60% |
| 03/07/2024 | 8.27% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 116,060 CHF | 126,060 CHF | 98.90% | 98.90% |
| 02/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 120,000 CHF | 130,000 CHF | 100.00% | 100.00% |
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