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 1.59% 0.57 CHF 0.58 CHF 650,000 650,000 96,344 96,344 58,157 CHF 59,121 CHF 10.47% 105.09%
02/12/2025 1.53% 0.63 CHF 0.64 CHF 600,000 600,000 138,240 138,240 88,180 CHF 89,562 CHF 11.76% 111.00%
28/11/2025 1.86% 0.76 CHF 0.77 CHF 600,000 600,000 270,806 270,787 205,274 CHF 208,279 CHF 99.86% 99.86%
27/11/2025 1.34% 0.75 CHF 0.76 CHF 90,000 90,000 122,477 122,454 90,949 CHF 92,157 CHF 90.32% 90.32%
26/11/2025 1.48% 0.71 CHF 0.72 CHF 600,000 600,000 348,074 348,081 233,775 CHF 237,259 CHF 100.00% 100.00%
25/11/2025 1.54% 0.55 CHF 0.56 CHF 650,000 650,000 370,549 370,488 236,784 CHF 240,458 CHF 99.94% 99.94%
24/11/2025 3.14% 0.56 CHF 0.57 CHF 700,000 700,000 343,784 341,748 126,240 CHF 129,224 CHF 99.99% 99.99%
21/11/2025 3.08% 0.27 CHF 0.28 CHF 700,000 700,000 309,764 287,394 96,749 CHF 92,167 CHF 99.45% 99.45%
20/11/2025 1.97% 0.52 CHF 0.53 CHF 210,000 210,000 203,375 203,375 102,896 CHF 104,940 CHF 99.99% 99.99%
19/11/2025 3.11% 0.37 CHF 0.38 CHF 285,000 210,000 274,205 202,686 88,726 CHF 67,606 CHF 100.00% 100.00%

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