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 42.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 736'962 368'481 10'561 CHF 7'780 CHF 6.03% 94.66%
02.12.2025 49.01% 0.02 CHF 0.02 CHF 1'000'000 500'000 741'334 370'667 9'585 CHF 7'292 CHF 6.07% 96.49%
28.11.2025 30.28% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'030 CHF 9'515 CHF 97.52% 97.52%
27.11.2025 30.85% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'737 CHF 9'368 CHF 95.84% 95.84%
26.11.2025 27.61% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'690 CHF 10'345 CHF 94.55% 94.55%
25.11.2025 53.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'033 CHF 12'516 CHF 99.30% 99.30%
24.11.2025 39.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'043 CHF 15'021 CHF 99.42% 99.42%
21.11.2025 31.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'029 CHF 18'515 CHF 99.77% 99.77%
20.11.2025 17.84% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 51'344 CHF 30'672 CHF 97.91% 97.91%
19.11.2025 22.39% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'829 CHF 24'915 CHF 100.00% 100.00%

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