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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 | 1.01% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 990,021 CHF | 1,000,020 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,020,310 CHF | 1,030,310 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 998,121 | 998,121 | 996,757 CHF | 1,006,740 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,030,310 CHF | 1,040,310 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,032,700 CHF | 1,042,700 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,043,490 CHF | 1,053,490 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 997,790 | 997,790 | 1,066,240 CHF | 1,076,220 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,070,000 CHF | 1,080,000 CHF | 97.65% | 97.65% |
| 03/07/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 997,882 | 997,882 | 1,090,950 CHF | 1,100,930 CHF | 98.96% | 98.96% |
| 02/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 999,371 | 999,371 | 1,137,020 CHF | 1,147,010 CHF | 100.00% | 100.00% |
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