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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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 12/06/2024 | 62.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,377 CHF | 5,344 CHF | 100.00% | 100.00% |
| 11/06/2024 | 66.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,073 CHF | 5,018 CHF | 100.00% | 100.00% |
| 10/06/2024 | 61.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,035 | 250,000 | 11,464 CHF | 5,368 CHF | 97.77% | 97.77% |
| 07/06/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.78% | 99.78% |
| 05/06/2024 | 51.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,717 CHF | 6,179 CHF | 99.86% | 99.86% |
| 04/06/2024 | 65.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,257 CHF | 5,064 CHF | 100.00% | 100.00% |
| 03/06/2024 | 59.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,134 CHF | 5,533 CHF | 100.00% | 100.00% |
| 31/05/2024 | 50.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,766 CHF | 6,191 CHF | 100.00% | 100.00% |
| 30/05/2024 | 52.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,232 CHF | 6,058 CHF | 99.28% | 99.28% |
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