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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,229 CHF | 143,910 CHF | 98.88% | 98.88% |
| 19/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 414,929 CHF | 139,810 CHF | 98.87% | 98.87% |
| 18/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 390,450 CHF | 131,650 CHF | 96.66% | 96.66% |
| 15/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 383,882 CHF | 129,461 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.21% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 368,621 CHF | 124,374 CHF | 99.37% | 99.37% |
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