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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 | 1.04% | 0.95 CHF | 0.96 CHF | 54,000 | 54,000 | 53,629 | 53,629 | 51,100 CHF | 51,636 CHF | 99.44% | 99.44% |
| 19/11/2024 | 1.01% | 1.04 CHF | 1.05 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 52,965 CHF | 53,498 CHF | 99.47% | 99.47% |
| 18/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 46,419 CHF | 46,967 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 44,622 CHF | 45,171 CHF | 99.44% | 99.44% |
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