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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 2.17% | 1.44 CHF | 1.46 CHF | 40,000 | 10,000 | 43,466 | 5,902 | 56,128 CHF | 7,929 CHF | 95.90% | 95.90% |
| 12/11/2024 | 2.18% | 1.46 CHF | 1.47 CHF | 40,000 | 7,500 | 40,000 | 5,285 | 54,306 CHF | 7,389 CHF | 95.93% | 95.93% |
| 11/11/2024 | 3.18% | 1.20 CHF | 1.21 CHF | 50,000 | 7,500 | 58,020 | 5,300 | 55,136 CHF | 5,350 CHF | 96.73% | 96.73% |
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