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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/06/2024 | 123.04% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,147 CHF | 6,574 CHF | 98.15% | 98.15% |
| 12/06/2024 | 91.66% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,122 CHF | 8,061 CHF | 96.25% | 96.25% |
| 11/06/2024 | 108.97% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,206 CHF | 7,103 CHF | 97.43% | 97.43% |
| 10/06/2024 | 101.53% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,867 CHF | 7,433 CHF | 97.22% | 97.22% |
| 07/06/2024 | 112.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,904 CHF | 6,952 CHF | 97.83% | 97.83% |
| 05/06/2024 | 105.17% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,539 CHF | 7,269 CHF | 97.58% | 97.58% |
| 04/06/2024 | 108.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,227 CHF | 7,114 CHF | 98.21% | 98.21% |
| 03/06/2024 | 92.10% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,878 CHF | 7,939 CHF | 97.24% | 97.24% |
| 31/05/2024 | 105.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,580 CHF | 7,290 CHF | 96.42% | 96.42% |
| 30/05/2024 | 111.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,978 CHF | 6,989 CHF | 98.58% | 98.58% |
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