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 2.11% 0.45 CHF 0.46 CHF 800,000 800,000 205,707 205,707 95,437 CHF 97,494 CHF 10.86% 97.50%
02/12/2025 2.95% 0.45 CHF 0.46 CHF 800,000 800,000 240,493 240,493 93,644 CHF 96,049 CHF 11.80% 106.27%
28/11/2025 4.19% 0.34 CHF 0.35 CHF 800,000 800,000 325,022 284,338 107,805 CHF 97,630 CHF 98.46% 98.46%
27/11/2025 3.02% 0.33 CHF 0.34 CHF 225,000 225,000 225,000 225,000 73,391 CHF 75,641 CHF 98.73% 98.73%
26/11/2025 3.25% 0.32 CHF 0.33 CHF 800,000 800,000 753,765 753,749 228,278 CHF 235,810 CHF 100.00% 100.00%
25/11/2025 3.82% 0.26 CHF 0.27 CHF 800,000 800,000 741,969 741,840 191,610 CHF 199,013 CHF 99.99% 99.99%
24/11/2025 4.15% 0.26 CHF 0.27 CHF 800,000 800,000 715,490 715,167 192,083 CHF 199,777 CHF 100.00% 100.00%
21/11/2025 3.74% 0.25 CHF 0.26 CHF 800,000 800,000 539,211 539,211 141,831 CHF 147,243 CHF 99.83% 99.83%
20/11/2025 3.10% 0.30 CHF 0.31 CHF 487,500 487,500 472,216 472,216 150,564 CHF 155,307 CHF 99.90% 99.90%
19/11/2025 2.94% 0.29 CHF 0.30 CHF 487,500 487,500 470,156 470,156 159,309 CHF 164,036 CHF 100.00% 100.00%

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