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 1.33% 1.21 CHF 1.22 CHF 225,000 75,000 165,819 55,273 191,641 CHF 64,631 CHF 6.03% 91.53%
02/12/2025 1.56% 1.06 CHF 1.07 CHF 225,000 75,000 148,026 49,342 158,527 CHF 53,593 CHF 4.59% 55.40%
28/11/2025 1.04% 0.99 CHF 1.00 CHF 225,000 75,000 225,000 75,000 215,309 CHF 72,520 CHF 95.84% 95.84%
27/11/2025 1.03% 0.97 CHF 0.98 CHF 225,000 75,000 225,000 75,000 216,631 CHF 72,960 CHF 94.54% 94.54%
26/11/2025 1.14% 0.95 CHF 0.96 CHF 225,000 75,000 284,282 94,761 246,320 CHF 83,054 CHF 91.07% 91.07%
25/11/2025 1.36% 0.80 CHF 0.81 CHF 300,000 100,000 300,000 100,000 220,187 CHF 74,396 CHF 99.02% 99.02%
24/11/2025 1.19% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 251,933 CHF 84,978 CHF 99.33% 99.33%
21/11/2025 1.07% 0.92 CHF 0.93 CHF 300,000 100,000 295,773 98,591 273,662 CHF 92,207 CHF 99.51% 99.51%
20/11/2025 1.43% 0.88 CHF 0.89 CHF 300,000 100,000 305,765 101,922 213,829 CHF 72,296 CHF 95.72% 95.72%
19/11/2025 1.51% 0.62 CHF 0.63 CHF 300,000 100,000 300,000 100,000 197,646 CHF 66,882 CHF 99.17% 99.17%

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