Why does this rodent come and go in my wall?

We do not hear it constantly we think it may be building a nest when do squirrels have babies? we are not sure what this is but it just seems to loud (the scratching) to be a mouse and we dont have rats around here also we have a cat in our house who catches the mice in the basement all year long. i have my susprions its a squirrel because it does come around when its light out mice do not do they? i know raccons dont. we have all kinds of rodents out here. why is it scratching it isnt stuck because it doesnt scratch every day or for very long we know it is coming and going anyone know what this may be and why is it ching in my wall can it get through my dry wall? on the outside of the wall is a brick fireplace backing so im confused please help?