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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 | 1.24% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 799,815 CHF | 809,815 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 805,088 CHF | 815,088 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 995,846 | 995,846 | 818,245 CHF | 828,203 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 852,796 CHF | 862,796 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 851,111 CHF | 861,111 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 808,544 CHF | 818,544 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 997,767 | 997,767 | 804,351 CHF | 814,329 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 818,689 CHF | 828,689 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 997,858 | 997,858 | 834,003 CHF | 843,982 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 1,000,000 | 1,000,000 | 997,903 | 997,903 | 882,378 CHF | 892,357 CHF | 100.00% | 100.00% |
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