Yields on the SOFR $($Securitized Overnight Financing Rate$)$ in the US are $5\mathrm{.}3\%$ and overnight yields in Switzerland are at $1\mathrm{.}75\%.$ Frost Bank would like to borrow using floating rates in Switzerland for $10$ years, and it can borrow in Swiss Francs at a $3\mathrm{.}3\%$ yield$-$to$-$maturity, resetting at $155$ basis points over short$-$term rates every $3$ months. Frost Bank can borrow in the US at $6\mathrm{.}1\%$ yield$-$to$-$maturity, resetting at $80$ basis points over the SOFR every $3$ months. UBS $($Union Bank of Switzerland$)$ would like to have floating US denominated debt. UBS can currently borrow in the US at a $6\%$ rate, resetting at SOFR $+70$ basis points in the US$,$ or it can borrow in Swiss Francs at $2\mathrm{.}35\%$ resetting at the SF short$-$term rate $+60$ basis points. If Frost Bank and UBS decide to enter into a swap, what is the QSD $($in basis points$)?$