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 4.43% 0.14 CHF 0.15 CHF 375,000 160,000 114,336 64,232 19,973 CHF 11,889 CHF 9.93% 105.28%
02/12/2025 4.18% 0.18 CHF 0.19 CHF 300,000 160,000 93,941 52,259 16,602 CHF 9,702 CHF 10.76% 110.37%
28/11/2025 4.57% 0.17 CHF 0.17 CHF 325,000 160,000 305,811 158,361 52,237 CHF 28,384 CHF 100.00% 100.00%
27/11/2025 3.89% 0.21 CHF 0.21 CHF 250,000 150,000 260,601 150,000 52,495 CHF 31,448 CHF 99.99% 99.99%
26/11/2025 3.78% 0.22 CHF 0.23 CHF 225,000 150,000 249,489 150,000 51,935 CHF 32,476 CHF 100.00% 100.00%
25/11/2025 3.43% 0.28 CHF 0.29 CHF 190,000 150,000 185,951 149,296 53,573 CHF 44,562 CHF 100.00% 100.00%
24/11/2025 3.77% 0.31 CHF 0.32 CHF 170,000 150,000 184,532 136,487 53,845 CHF 41,198 CHF 100.00% 100.00%
21/11/2025 3.60% 0.26 CHF 0.27 CHF 200,000 150,000 211,987 63,511 51,570 CHF 16,224 CHF 99.85% 99.85%
20/11/2025 3.74% 0.24 CHF 0.25 CHF 225,000 45,000 203,537 45,000 50,936 CHF 11,699 CHF 100.00% 100.00%
19/11/2025 3.69% 0.25 CHF 0.26 CHF 200,000 45,000 209,861 44,924 51,206 CHF 11,401 CHF 100.00% 100.00%

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