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 39.72% 0.01 CHF 0.02 CHF 1,000,000 500,000 654,604 327,302 11,328 CHF 8,164 CHF 4.60% 103.56%
02/12/2025 28.16% 0.02 CHF 0.02 CHF 1,000,000 500,000 679,402 307,641 16,697 CHF 9,727 CHF 4.90% 103.50%
28/11/2025 15.91% 0.03 CHF 0.04 CHF 1,000,000 400,000 1,000,000 460,289 29,139 CHF 15,605 CHF 94.94% 94.94%
27/11/2025 15.30% 0.03 CHF 0.03 CHF 1,000,000 500,000 1,000,000 436,460 30,229 CHF 15,325 CHF 93.54% 93.54%
26/11/2025 23.13% 0.03 CHF 0.04 CHF 1,000,000 400,000 1,000,000 402,448 38,574 CHF 19,552 CHF 97.80% 97.80%
25/11/2025 11.48% 0.05 CHF 0.06 CHF 1,000,000 400,000 998,746 404,843 41,663 CHF 18,856 CHF 98.53% 98.53%
24/11/2025 20.36% 0.03 CHF 0.04 CHF 1,000,000 500,000 999,750 403,376 45,225 CHF 22,225 CHF 98.28% 98.28%
21/11/2025 8.16% 0.06 CHF 0.06 CHF 900,000 300,000 924,444 324,540 54,525 CHF 20,662 CHF 97.44% 97.44%
20/11/2025 10.94% 0.04 CHF 0.04 CHF 1,000,000 400,000 1,000,000 400,000 43,408 CHF 19,363 CHF 98.50% 98.50%
19/11/2025 11.83% 0.04 CHF 0.04 CHF 1,000,000 400,000 1,000,000 434,515 39,829 CHF 19,429 CHF 98.72% 98.72%

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