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 1.10% 0.90 CHF 0.91 CHF 800,000 800,000 253,831 253,831 228,214 CHF 230,752 CHF 12.80% 106.69%
02/12/2025 1.04% 0.94 CHF 0.95 CHF 800,000 800,000 191,432 191,432 181,032 CHF 182,946 CHF 11.77% 105.73%
28/11/2025 1.60% 0.90 CHF 0.91 CHF 800,000 800,000 239,503 224,983 212,452 CHF 202,173 CHF 99.87% 99.87%
27/11/2025 1.16% 0.86 CHF 0.87 CHF 110,000 110,000 110,000 110,000 93,983 CHF 95,083 CHF 93.85% 93.85%
26/11/2025 1.08% 0.92 CHF 0.93 CHF 750,000 750,000 434,762 434,761 399,745 CHF 404,093 CHF 100.00% 100.00%
25/11/2025 1.01% 0.90 CHF 0.91 CHF 750,000 750,000 427,454 427,454 418,136 CHF 422,420 CHF 99.98% 99.98%
24/11/2025 1.20% 0.95 CHF 0.96 CHF 800,000 800,000 390,214 390,210 362,708 CHF 366,891 CHF 100.00% 100.00%
21/11/2025 1.25% 0.78 CHF 0.79 CHF 800,000 800,000 328,400 328,400 261,894 CHF 265,186 CHF 99.63% 99.63%
20/11/2025 1.07% 0.91 CHF 0.92 CHF 225,000 225,000 217,947 217,947 203,438 CHF 205,629 CHF 100.00% 100.00%
19/11/2025 1.06% 0.93 CHF 0.94 CHF 225,000 225,000 217,018 217,018 204,911 CHF 207,093 CHF 100.00% 100.00%

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