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 6.20% 0.17 CHF 0.18 CHF 800,000 800,000 286,037 252,269 48,356 CHF 45,013 CHF 12.82% 107.75%
02/12/2025 6.38% 0.17 CHF 0.17 CHF 800,000 800,000 217,276 194,805 36,410 CHF 34,440 CHF 11.80% 106.21%
28/11/2025 5.63% 0.17 CHF 0.18 CHF 800,000 800,000 452,087 384,674 87,032 CHF 77,248 CHF 99.85% 99.85%
27/11/2025 3.90% 0.20 CHF 0.21 CHF 250,000 130,000 300,890 205,679 60,596 CHF 43,172 CHF 100.00% 100.00%
26/11/2025 4.09% 0.21 CHF 0.22 CHF 800,000 800,000 512,208 500,037 99,348 CHF 101,133 CHF 100.00% 100.00%
25/11/2025 3.81% 0.18 CHF 0.19 CHF 800,000 800,000 503,309 491,899 103,942 CHF 105,542 CHF 99.98% 99.98%
24/11/2025 5.90% 0.17 CHF 0.18 CHF 800,000 800,000 442,470 410,714 65,397 CHF 64,454 CHF 100.00% 100.00%
21/11/2025 3.43% 0.22 CHF 0.22 CHF 800,000 800,000 408,314 358,172 95,668 CHF 86,465 CHF 99.61% 99.61%
20/11/2025 4.23% 0.19 CHF 0.20 CHF 450,000 270,000 432,993 261,530 80,555 CHF 50,752 CHF 100.00% 100.00%
19/11/2025 5.12% 0.21 CHF 0.22 CHF 562,500 255,000 446,837 246,011 70,896 CHF 40,381 CHF 100.00% 100.00%

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