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 4.25% 0.32 CHF 0.32 CHF 700,000 700,000 255,449 255,449 87,162 CHF 88,573 CHF 9.71% 105.79%
02/12/2025 4.62% 0.34 CHF 0.34 CHF 700,000 700,000 171,459 171,459 54,834 CHF 55,931 CHF 9.62% 109.62%
28/11/2025 1.17% 0.36 CHF 0.36 CHF 700,000 700,000 692,870 692,870 235,625 CHF 238,397 CHF 100.00% 100.00%
27/11/2025 1.19% 0.35 CHF 0.35 CHF 700,000 700,000 700,000 700,000 233,377 CHF 236,177 CHF 100.00% 100.00%
26/11/2025 1.28% 0.32 CHF 0.33 CHF 700,000 700,000 700,000 700,000 217,140 CHF 219,940 CHF 100.00% 100.00%
25/11/2025 1.63% 0.29 CHF 0.29 CHF 700,000 700,000 700,000 700,000 171,871 CHF 174,671 CHF 99.92% 99.92%
24/11/2025 1.87% 0.24 CHF 0.24 CHF 750,000 750,000 749,248 749,123 159,776 CHF 162,743 CHF 99.99% 99.99%
21/11/2025 2.33% 0.19 CHF 0.19 CHF 700,000 700,000 700,000 316,539 119,542 CHF 56,695 CHF 99.76% 99.76%
20/11/2025 2.01% 0.19 CHF 0.19 CHF 412,500 225,000 412,500 225,000 81,674 CHF 45,450 CHF 100.00% 100.00%
19/11/2025 2.63% 0.16 CHF 0.16 CHF 600,000 225,000 600,000 225,000 91,467 CHF 35,200 CHF 100.00% 100.00%

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