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 35.13% 0.02 CHF 0.02 CHF 1'000'000 500'000 784'353 392'177 13'127 CHF 9'064 CHF 2.71% 94.95%
02.12.2025 24.99% 0.02 CHF 0.02 CHF 1'000'000 500'000 682'024 321'947 20'040 CHF 11'787 CHF 4.93% 98.92%
28.11.2025 15.85% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'221 CHF 17'111 CHF 95.43% 95.43%
27.11.2025 11.80% 0.04 CHF 0.04 CHF 1'000'000 400'000 1'000'000 400'039 39'948 CHF 17'981 CHF 95.00% 95.00%
26.11.2025 24.07% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 434'185 37'089 CHF 20'254 CHF 98.42% 98.42%
25.11.2025 17.43% 0.06 CHF 0.07 CHF 1'000'000 400'000 989'884 389'884 52'092 CHF 24'372 CHF 94.83% 94.83%
24.11.2025 15.98% 0.04 CHF 0.05 CHF 1'000'000 400'000 999'711 399'711 57'953 CHF 27'166 CHF 99.07% 99.07%
21.11.2025 8.06% 0.07 CHF 0.08 CHF 1'000'000 400'000 991'194 393'745 59'742 CHF 25'571 CHF 99.31% 99.31%
20.11.2025 16.77% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'395 CHF 16'198 CHF 99.33% 99.33%
19.11.2025 12.72% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'991 CHF 20'996 CHF 99.40% 99.40%

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