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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 | 3.70% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 107,739 | 30,091 | 52,390 CHF | 15,729 CHF | 93.95% | 93.95% |
| 19/11/2024 | 5.02% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 144,585 | 29,798 | 51,776 CHF | 11,159 CHF | 99.67% | 99.67% |
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