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 0.32% 3.32 CHF 3.33 CHF 110,000 110,000 38,237 38,237 127,707 CHF 128,092 CHF 9.71% 105.62%
02/12/2025 0.33% 3.13 CHF 3.14 CHF 110,000 110,000 26,758 26,758 80,648 CHF 80,916 CHF 9.76% 109.72%
28/11/2025 0.37% 2.79 CHF 2.80 CHF 130,000 130,000 128,682 128,682 348,852 CHF 350,139 CHF 100.00% 100.00%
27/11/2025 0.36% 2.74 CHF 2.75 CHF 130,000 130,000 130,000 130,000 358,571 CHF 359,871 CHF 100.00% 100.00%
26/11/2025 0.37% 2.81 CHF 2.82 CHF 140,000 140,000 140,000 140,000 373,376 CHF 374,776 CHF 100.00% 100.00%
25/11/2025 0.42% 2.34 CHF 2.35 CHF 140,000 140,000 139,598 139,598 336,302 CHF 337,699 CHF 99.95% 99.95%
24/11/2025 0.50% 2.40 CHF 2.41 CHF 140,000 140,000 127,121 127,121 284,720 CHF 286,042 CHF 100.00% 100.00%
21/11/2025 0.46% 2.08 CHF 2.09 CHF 130,000 130,000 54,066 54,066 116,406 CHF 116,948 CHF 99.81% 99.81%
20/11/2025 0.36% 2.71 CHF 2.72 CHF 37,500 37,500 37,500 37,500 104,102 CHF 104,479 CHF 100.00% 100.00%
19/11/2025 0.41% 2.63 CHF 2.64 CHF 37,500 37,500 37,444 37,444 91,805 CHF 92,181 CHF 100.00% 100.00%

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