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 3.48% 1.09 CHF 1.10 CHF 225,000 75,000 112,500 37,500 127,125 CHF 43,875 CHF 3.14% 101.81%
02/12/2025 2.82% 1.16 CHF 1.17 CHF 225,000 75,000 140,001 46,667 160,702 CHF 54,884 CHF 4.15% 100.52%
28/11/2025 0.86% 1.14 CHF 1.15 CHF 225,000 25,000 224,933 25,000 259,836 CHF 29,129 CHF 94.76% 94.76%
27/11/2025 1.11% 0.90 CHF 0.91 CHF 225,000 50,000 225,000 91,400 200,788 CHF 82,385 CHF 99.38% 99.38%
26/11/2025 1.11% 0.89 CHF 0.90 CHF 225,000 100,000 225,000 100,000 200,728 CHF 90,212 CHF 99.37% 99.37%
25/11/2025 1.10% 0.89 CHF 0.90 CHF 225,000 100,000 245,906 100,000 221,331 CHF 91,024 CHF 99.31% 99.31%
24/11/2025 1.11% 0.90 CHF 0.91 CHF 300,000 100,000 300,000 100,000 268,009 CHF 90,336 CHF 99.37% 99.37%
21/11/2025 1.14% 0.89 CHF 0.90 CHF 300,000 100,000 300,000 100,000 262,189 CHF 88,396 CHF 99.36% 99.36%
20/11/2025 1.14% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 261,909 CHF 88,303 CHF 99.20% 99.20%
19/11/2025 1.24% 0.83 CHF 0.84 CHF 300,000 100,000 300,000 100,000 241,212 CHF 81,404 CHF 99.37% 99.37%

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