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 23.61% 0.04 CHF 0.05 CHF 400,000 100,000 250,000 62,500 9,000 CHF 2,875 CHF 19.67% 109.74%
02/12/2025 22.22% 0.04 CHF 0.05 CHF 400,000 100,000 250,000 62,500 10,000 CHF 3,125 CHF 19.67% 109.56%
28/11/2025 19.28% 0.06 CHF 0.07 CHF 370,000 190,000 225,461 75,631 10,917 CHF 4,546 CHF 99.42% 99.42%
27/11/2025 20.00% 0.05 CHF 0.06 CHF 200,000 50,000 203,556 50,890 9,160 CHF 2,799 CHF 91.71% 91.71%
26/11/2025 16.81% 0.05 CHF 0.06 CHF 1,000,000 500,000 930,218 475,422 50,702 CHF 30,671 CHF 98.52% 98.52%
25/11/2025 17.59% 0.06 CHF 0.07 CHF 1,000,000 500,000 962,418 478,010 49,960 CHF 29,651 CHF 98.76% 98.76%
24/11/2025 18.04% 0.06 CHF 0.07 CHF 850,000 425,000 980,132 449,210 49,511 CHF 27,344 CHF 99.42% 99.42%
21/11/2025 17.71% 0.03 CHF 0.04 CHF 1,000,000 250,000 911,690 416,311 48,123 CHF 26,894 CHF 98.50% 98.50%
20/11/2025 12.25% 0.06 CHF 0.07 CHF 775,000 400,000 643,343 335,069 49,410 CHF 29,078 CHF 99.42% 99.42%
19/11/2025 10.83% 0.08 CHF 0.09 CHF 600,000 300,000 584,938 300,000 51,156 CHF 29,254 CHF 99.44% 99.44%

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