High-$Q$ whispering gallery mode microresonators are cornerstones to develop compact coherent sources like single frequency lasers or frequency combs. This work reports a detailed characterization of a whispering gallery mode microsphere in the near ultraviolet. Light coupling in the resonator is obtain thanks to a robust angle-polished fiber allowing to investigate the different coupling regimes. An intrinsic $Q_0$-factor of $2.2 \times 10^8$ and a finesse of $7.3 \times 10^4$ are reported at a wavelength of 420 nm. Physical mechanisms contributing to the $Q_0$-factor are discussed and routes to improve the performances are drawn. Such high-$Q$ factor and high finesse are key ingredients to ease the study of photonic devices based on WGM microresonators.
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