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 18.45% 0.12 CHF 0.13 CHF 750'000 250'000 621'290 207'097 52'055 CHF 20'237 CHF 5.89% 91.53%
02.12.2025 25.61% 0.06 CHF 0.07 CHF 1'000'000 400'000 732'139 292'856 39'063 CHF 19'625 CHF 5.86% 105.58%
28.11.2025 15.13% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 61'265 CHF 28'506 CHF 90.05% 90.05%
27.11.2025 15.27% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 60'579 CHF 28'232 CHF 95.59% 95.59%
26.11.2025 17.61% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 480'265 52'227 CHF 29'697 CHF 92.01% 92.01%
25.11.2025 18.45% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'327 CHF 29'664 CHF 99.85% 99.85%
24.11.2025 14.95% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 424'413 62'676 CHF 30'631 CHF 99.15% 99.15%
21.11.2025 12.73% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 427'905 73'894 CHF 35'773 CHF 98.66% 98.66%
20.11.2025 5.88% 0.11 CHF 0.12 CHF 750'000 250'000 625'523 208'508 103'927 CHF 36'727 CHF 98.52% 98.52%
19.11.2025 5.07% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 115'753 CHF 40'584 CHF 99.15% 99.15%

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