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 41.79% 0.03 CHF 0.04 CHF 1'000'000 500'000 716'769 358'384 20'554 CHF 15'277 CHF 5.54% 102.87%
02.12.2025 42.27% 0.04 CHF 0.05 CHF 1'000'000 400'000 628'826 251'530 22'852 CHF 13'141 CHF 4.23% 103.20%
28.11.2025 21.91% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 421'500 40'785 CHF 21'389 CHF 98.64% 98.64%
27.11.2025 21.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 457'516 42'474 CHF 23'870 CHF 99.37% 99.37%
26.11.2025 11.36% 0.05 CHF 0.06 CHF 1'000'000 400'000 855'282 312'810 76'544 CHF 30'348 CHF 78.24% 78.24%
25.11.2025 4.56% 0.24 CHF 0.25 CHF 450'000 150'000 566'493 188'831 121'539 CHF 42'401 CHF 99.22% 99.22%
24.11.2025 4.74% 0.21 CHF 0.22 CHF 600'000 200'000 592'071 197'357 123'026 CHF 42'982 CHF 99.36% 99.36%
21.11.2025 5.49% 0.22 CHF 0.23 CHF 600'000 200'000 600'699 200'233 107'200 CHF 37'736 CHF 99.36% 99.36%
20.11.2025 4.88% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 199'999 120'512 CHF 42'170 CHF 99.30% 99.30%
19.11.2025 4.32% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 136'649 CHF 47'550 CHF 99.37% 99.37%

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