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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 | 1.32% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 42,163 | 29,589 | 53,958 CHF | 37,966 CHF | 66.48% | 66.48% |
| 19/11/2024 | 2.67% | 1.43 CHF | 1.45 CHF | 50,000 | 50,000 | 34,147 | 34,147 | 44,118 CHF | 45,254 CHF | 56.81% | 56.81% |
| 18/11/2024 | 5.19% | 0.73 CHF | 0.76 CHF | 50,000 | 50,000 | 30,320 | 30,320 | 21,053 CHF | 22,120 CHF | 93.17% | 93.17% |
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