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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 | 1.36% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,691 CHF | 110,730 CHF | 98.88% | 98.88% |
| 19/11/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,587 CHF | 106,696 CHF | 98.87% | 98.87% |
| 18/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,307 CHF | 98,269 CHF | 96.78% | 96.78% |
| 15/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,009 CHF | 96,170 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.66% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,619 CHF | 91,040 CHF | 99.38% | 99.38% |
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