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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/06/2024 | 48.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,802 CHF | 6,451 CHF | 100.00% | 100.00% |
| 14/06/2024 | 49.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,373 CHF | 6,343 CHF | 99.90% | 99.90% |
| 13/06/2024 | 40.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,700 CHF | 7,425 CHF | 100.00% | 100.00% |
| 12/06/2024 | 39.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,351 CHF | 7,588 CHF | 100.00% | 100.00% |
| 11/06/2024 | 36.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,770 CHF | 8,193 CHF | 100.00% | 100.00% |
| 10/06/2024 | 39.91% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 999,026 | 250,000 | 20,051 CHF | 7,518 CHF | 97.75% | 97.75% |
| 07/06/2024 | 34.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,346 CHF | 8,587 CHF | 99.78% | 99.78% |
| 05/06/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.86% | 99.86% |
| 04/06/2024 | 27.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,894 CHF | 10,224 CHF | 100.00% | 100.00% |
| 03/06/2024 | 24.79% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,480 CHF | 11,370 CHF | 100.00% | 100.00% |
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