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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 | 1.31% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 42,139 | 29,569 | 56,534 CHF | 39,787 CHF | 66.68% | 66.68% |
| 19/11/2024 | 2.56% | 1.49 CHF | 1.52 CHF | 50,000 | 50,000 | 33,920 | 33,920 | 45,952 CHF | 47,085 CHF | 58.05% | 58.05% |
| 18/11/2024 | 4.76% | 0.79 CHF | 0.82 CHF | 50,000 | 50,000 | 30,288 | 30,288 | 22,910 CHF | 23,975 CHF | 93.53% | 93.53% |
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