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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.36% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 65,920 | 62,504 | 85,090 CHF | 82,024 CHF | 63.55% | 63.55% |
| 22/11/2024 | 2.45% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 84,573 | 58,904 | 63,532 CHF | 47,685 CHF | 86.99% | 86.99% |
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