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 5.37% 0.12 CHF 0.13 CHF 750'000 250'000 484'837 161'612 67'585 CHF 23'631 CHF 5.44% 100.04%
02.12.2025 33.14% 0.11 CHF 0.11 CHF 750'000 250'000 674'424 311'964 25'234 CHF 12'138 CHF 5.70% 92.74%
28.11.2025 17.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 26'049 CHF 15'525 CHF 89.94% 89.94%
27.11.2025 16.99% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 26'979 CHF 15'990 CHF 95.62% 95.62%
26.11.2025 21.34% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'127 CHF 13'063 CHF 92.16% 92.16%
25.11.2025 36.28% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'371 CHF 8'186 CHF 98.39% 98.39%
24.11.2025 25.03% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'972 CHF 11'486 CHF 99.15% 99.15%
21.11.2025 21.19% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 21'253 CHF 13'127 CHF 98.85% 98.85%
20.11.2025 12.02% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 39'417 CHF 22'208 CHF 98.50% 98.50%
19.11.2025 20.20% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 421'447 46'417 CHF 23'429 CHF 99.05% 99.05%

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