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 8.77% 0.06 CHF 0.07 CHF 1'000'000 500'000 658'344 294'633 58'611 CHF 28'231 CHF 4.64% 103.62%
02.12.2025 7.30% 0.08 CHF 0.08 CHF 1'000'000 500'000 500'000 250'000 66'006 CHF 35'503 CHF 3.14% 92.17%
28.11.2025 12.34% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'062 CHF 21'531 CHF 96.06% 96.06%
27.11.2025 11.56% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'841 CHF 22'920 CHF 97.44% 97.44%
26.11.2025 11.14% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 43'302 CHF 24'151 CHF 98.51% 98.51%
25.11.2025 11.44% 0.05 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'968 CHF 23'484 CHF 98.56% 98.56%
24.11.2025 10.59% 0.06 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 45'114 CHF 25'057 CHF 93.24% 93.24%
21.11.2025 40.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'505 CHF 7'753 CHF 98.75% 98.75%
20.11.2025 36.47% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 11'284 CHF 8'142 CHF 98.85% 98.85%
19.11.2025 27.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'732 CHF 10'366 CHF 98.55% 98.55%

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