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 16.86% 0.03 CHF 0.03 CHF 1'000'000 500'000 509'336 199'220 25'147 CHF 11'218 CHF 4.60% 103.51%
02.12.2025 16.94% 0.05 CHF 0.05 CHF 1'000'000 400'000 527'330 210'932 22'797 CHF 10'579 CHF 4.65% 103.63%
28.11.2025 9.80% 0.06 CHF 0.06 CHF 1'000'000 400'000 995'129 395'129 48'445 CHF 21'183 CHF 96.04% 96.04%
27.11.2025 8.80% 0.05 CHF 0.06 CHF 1'000'000 400'000 999'484 399'484 54'342 CHF 23'716 CHF 98.69% 98.69%
26.11.2025 11.30% 0.05 CHF 0.05 CHF 1'000'000 400'000 1'000'000 461'846 42'083 CHF 21'586 CHF 98.91% 98.91%
25.11.2025 20.69% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 426'481 43'820 CHF 22'851 CHF 98.79% 98.79%
24.11.2025 12.68% 0.06 CHF 0.07 CHF 900'000 300'000 904'507 306'677 67'425 CHF 25'890 CHF 98.65% 98.65%
21.11.2025 11.61% 0.06 CHF 0.07 CHF 900'000 300'000 883'345 294'448 72'036 CHF 26'957 CHF 90.75% 90.75%
20.11.2025 10.99% 0.07 CHF 0.08 CHF 900'000 300'000 805'465 268'488 69'217 CHF 25'757 CHF 99.01% 99.01%
19.11.2025 11.43% 0.08 CHF 0.09 CHF 900'000 300'000 859'253 286'418 70'796 CHF 26'463 CHF 98.94% 98.94%

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