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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 | 1.41% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 48,296 | 29,578 | 58,422 CHF | 35,855 CHF | 66.60% | 66.60% |
| 19/11/2024 | 2.83% | 1.35 CHF | 1.38 CHF | 50,000 | 50,000 | 34,017 | 34,017 | 41,567 CHF | 42,702 CHF | 57.51% | 57.51% |
| 18/11/2024 | 5.76% | 0.66 CHF | 0.69 CHF | 50,000 | 50,000 | 30,300 | 30,300 | 18,890 CHF | 19,955 CHF | 93.39% | 93.39% |
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