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 1.83% 0.49 CHF 0.50 CHF 650,000 650,000 109,521 109,521 56,906 CHF 58,002 CHF 10.73% 106.19%
02/12/2025 1.73% 0.56 CHF 0.57 CHF 600,000 600,000 81,330 81,330 45,990 CHF 46,803 CHF 10.47% 104.38%
28/11/2025 2.07% 0.68 CHF 0.69 CHF 600,000 600,000 273,587 271,513 185,516 CHF 187,144 CHF 99.87% 99.87%
27/11/2025 1.50% 0.67 CHF 0.68 CHF 90,000 90,000 122,486 122,440 81,156 CHF 82,350 CHF 90.32% 90.32%
26/11/2025 1.69% 0.63 CHF 0.64 CHF 600,000 600,000 348,082 348,076 205,904 CHF 209,381 CHF 100.00% 100.00%
25/11/2025 1.76% 0.47 CHF 0.48 CHF 650,000 650,000 361,378 361,321 202,388 CHF 205,974 CHF 98.99% 98.99%
24/11/2025 3.68% 0.48 CHF 0.49 CHF 700,000 700,000 347,756 341,400 99,820 CHF 101,527 CHF 99.98% 99.98%
21/11/2025 3.71% 0.19 CHF 0.20 CHF 700,000 700,000 355,219 287,703 84,243 CHF 69,623 CHF 99.55% 99.55%
20/11/2025 2.33% 0.44 CHF 0.45 CHF 210,000 210,000 203,253 203,175 86,637 CHF 88,642 CHF 99.99% 99.99%
19/11/2025 3.43% 0.29 CHF 0.30 CHF 375,000 210,000 344,647 202,828 84,729 CHF 51,396 CHF 100.00% 100.00%

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