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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 | 8.16% | 0.43 CHF | 0.48 CHF | 120,000 | 20,000 | 101,509 | 20,000 | 52,789 CHF | 11,382 CHF | 100.00% | 100.00% |
| 19/11/2024 | 7.11% | 0.61 CHF | 0.65 CHF | 90,000 | 20,000 | 88,793 | 20,000 | 53,266 CHF | 12,896 CHF | 100.00% | 100.00% |
| 18/11/2024 | 7.14% | 0.59 CHF | 0.64 CHF | 90,000 | 10,000 | 86,668 | 10,000 | 52,896 CHF | 6,584 CHF | 95.56% | 95.56% |
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