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 4.56% 0.22 CHF 0.23 CHF 800,000 800,000 263,289 255,117 58,756 CHF 59,131 CHF 12.83% 107.90%
02/12/2025 4.60% 0.22 CHF 0.23 CHF 800,000 800,000 204,792 194,805 45,182 CHF 44,775 CHF 11.80% 106.76%
28/11/2025 5.96% 0.20 CHF 0.21 CHF 800,000 800,000 461,560 383,567 86,760 CHF 76,150 CHF 99.86% 99.86%
27/11/2025 4.24% 0.19 CHF 0.19 CHF 275,000 130,000 321,220 203,462 59,132 CHF 38,941 CHF 100.00% 100.00%
26/11/2025 4.04% 0.18 CHF 0.18 CHF 800,000 800,000 506,674 499,337 97,556 CHF 100,057 CHF 100.00% 100.00%
25/11/2025 4.67% 0.19 CHF 0.20 CHF 800,000 800,000 512,103 494,422 86,536 CHF 87,488 CHF 100.00% 100.00%
24/11/2025 3.95% 0.20 CHF 0.21 CHF 800,000 800,000 418,528 411,492 94,616 CHF 96,527 CHF 99.99% 99.99%
21/11/2025 5.50% 0.16 CHF 0.17 CHF 800,000 800,000 511,869 358,199 74,065 CHF 55,533 CHF 99.59% 99.59%
20/11/2025 4.11% 0.19 CHF 0.19 CHF 375,000 270,000 365,167 261,443 69,911 CHF 52,148 CHF 100.00% 100.00%
19/11/2025 3.68% 0.17 CHF 0.18 CHF 337,500 255,000 326,230 246,161 70,864 CHF 55,454 CHF 100.00% 100.00%

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