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 0.96% 1.02 CHF 1.03 CHF 70,000 70,000 25,936 25,936 26,288 CHF 26,547 CHF 9.14% 103.68%
02/12/2025 0.93% 1.06 CHF 1.07 CHF 70,000 70,000 17,283 17,283 17,992 CHF 18,165 CHF 9.78% 109.62%
28/11/2025 1.02% 1.02 CHF 1.03 CHF 75,000 75,000 85,112 85,112 83,185 CHF 84,036 CHF 100.00% 100.00%
27/11/2025 1.07% 0.93 CHF 0.94 CHF 90,000 90,000 90,000 90,000 83,301 CHF 84,201 CHF 100.00% 100.00%
26/11/2025 1.11% 0.92 CHF 0.93 CHF 90,000 90,000 90,000 90,000 80,832 CHF 81,732 CHF 100.00% 100.00%
25/11/2025 1.16% 0.87 CHF 0.88 CHF 90,000 90,000 89,909 89,782 77,028 CHF 77,816 CHF 99.99% 99.99%
24/11/2025 1.24% 0.88 CHF 0.89 CHF 90,000 90,000 86,180 81,628 77,890 CHF 74,683 CHF 100.00% 100.00%
21/11/2025 1.19% 0.87 CHF 0.88 CHF 90,000 90,000 89,791 37,586 75,680 CHF 32,375 CHF 99.84% 99.84%
20/11/2025 1.18% 0.88 CHF 0.89 CHF 95,000 28,500 94,817 28,482 80,482 CHF 24,463 CHF 100.00% 100.00%
19/11/2025 1.30% 0.81 CHF 0.82 CHF 95,000 28,500 94,708 28,427 73,149 CHF 22,242 CHF 100.00% 100.00%

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