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 1.15% 1.11 CHF 1.12 CHF 45,000 30,000 23,012 9,333 24,496 CHF 10,268 CHF 12.83% 106.86%
02/12/2025 1.24% 1.06 CHF 1.07 CHF 50,000 30,000 18,422 7,058 18,635 CHF 7,384 CHF 11.79% 106.20%
28/11/2025 1.62% 0.92 CHF 0.93 CHF 55,000 30,000 58,555 8,860 51,014 CHF 8,130 CHF 99.88% 99.88%
27/11/2025 1.17% 0.85 CHF 0.86 CHF 60,000 5,000 60,000 5,000 50,937 CHF 4,295 CHF 98.53% 98.53%
26/11/2025 1.29% 0.85 CHF 0.86 CHF 60,000 35,000 68,439 19,942 52,813 CHF 15,887 CHF 100.00% 100.00%
25/11/2025 1.43% 0.81 CHF 0.82 CHF 65,000 35,000 76,823 20,328 53,585 CHF 14,746 CHF 100.00% 100.00%
24/11/2025 1.58% 0.69 CHF 0.70 CHF 75,000 35,000 75,108 17,236 53,471 CHF 12,446 CHF 99.96% 99.96%
21/11/2025 1.40% 0.66 CHF 0.67 CHF 80,000 35,000 74,816 14,396 53,073 CHF 10,235 CHF 99.30% 99.30%
20/11/2025 1.14% 0.82 CHF 0.83 CHF 65,000 9,750 60,497 9,444 52,910 CHF 8,349 CHF 100.00% 100.00%
19/11/2025 1.22% 0.83 CHF 0.84 CHF 65,000 10,500 64,923 10,133 53,230 CHF 8,413 CHF 100.00% 100.00%

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