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
03/12/2025 12.57% 0.11 CHF 0.12 CHF 600,000 200,000 410,224 136,741 50,342 CHF 18,781 CHF 5.02% 90.56%
02/12/2025 15.17% 0.11 CHF 0.12 CHF 600,000 200,000 395,281 131,760 41,434 CHF 15,811 CHF 4.60% 90.97%
28/11/2025 8.82% 0.13 CHF 0.14 CHF 600,000 200,000 694,400 231,467 75,253 CHF 27,399 CHF 97.24% 97.24%
27/11/2025 8.90% 0.12 CHF 0.13 CHF 600,000 200,000 732,706 244,235 78,754 CHF 28,694 CHF 94.66% 94.66%
26/11/2025 8.10% 0.12 CHF 0.13 CHF 600,000 200,000 681,280 227,093 80,602 CHF 29,138 CHF 91.49% 91.49%
25/11/2025 12.98% 0.10 CHF 0.11 CHF 750,000 250,000 912,433 339,041 66,911 CHF 27,837 CHF 99.43% 99.43%
24/11/2025 19.73% 0.06 CHF 0.07 CHF 1,000,000 400,000 999,582 463,318 47,088 CHF 26,092 CHF 99.42% 99.42%
21/11/2025 20.64% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 488,365 44,023 CHF 26,430 CHF 99.77% 99.77%
20/11/2025 14.22% 0.05 CHF 0.06 CHF 1,000,000 400,000 950,468 350,468 62,425 CHF 26,410 CHF 92.93% 92.93%
19/11/2025 13.85% 0.05 CHF 0.06 CHF 1,000,000 400,000 931,956 331,956 62,986 CHF 25,656 CHF 84.95% 84.95%

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