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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 | 6.55% | 0.56 CHF | 0.60 CHF | 90,000 | 20,000 | 82,917 | 20,000 | 53,652 CHF | 13,882 CHF | 100.00% | 100.00% |
| 19/11/2024 | 5.83% | 0.73 CHF | 0.78 CHF | 70,000 | 20,000 | 73,356 | 20,000 | 53,165 CHF | 15,393 CHF | 100.00% | 100.00% |
| 18/11/2024 | 6.03% | 0.72 CHF | 0.76 CHF | 70,000 | 10,000 | 71,994 | 10,000 | 52,978 CHF | 7,836 CHF | 95.56% | 95.56% |
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