Qualitätsmerkmale Market Making

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 48.84% 0.02 CHF 0.03 CHF 2'162'400 2'162'400 529'111 529'111 8'968 CHF 14'259 CHF 10.81% 101.78%
02.12.2025 33.33% 0.03 CHF 0.04 CHF 1'647'100 1'647'100 491'115 491'115 12'278 CHF 17'189 CHF 8.85% 99.71%
28.11.2025 33.61% 0.03 CHF 0.04 CHF 1'517'300 1'517'300 682'614 682'614 17'334 CHF 24'173 CHF 97.92% 99.56%
27.11.2025 35.62% 0.03 CHF 0.04 CHF 607'000 607'000 454'101 454'101 11'353 CHF 16'185 CHF 99.14% 99.14%
26.11.2025 34.36% 0.03 CHF 0.04 CHF 1'610'500 1'610'500 738'061 738'061 18'207 CHF 25'602 CHF 99.42% 99.42%
25.11.2025 40.48% 0.02 CHF 0.03 CHF 1'873'600 1'873'600 835'548 835'548 16'711 CHF 25'082 CHF 99.51% 99.51%
24.11.2025 40.52% 0.02 CHF 0.03 CHF 1'863'200 1'863'200 830'203 830'203 16'604 CHF 24'926 CHF 99.98% 99.98%
21.11.2025 41.24% 0.02 CHF 0.03 CHF 1'924'600 1'924'600 833'442 833'442 16'510 CHF 24'919 CHF 99.98% 99.98%
20.11.2025 38.53% 0.03 CHF 0.04 CHF 1'795'300 1'795'300 792'600 792'600 18'013 CHF 25'954 CHF 98.88% 98.88%
19.11.2025 50.87% 0.02 CHF 0.03 CHF 2'398'300 2'398'300 1'069'200 1'066'100 16'038 CHF 26'728 CHF 99.33% 99.33%

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