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 90.36% 0.01 CHF 0.02 CHF 2'000'000 125'000 2'000'000 80'583 20'000 CHF 2'056 CHF 4.41% 88.78%
02.12.2025 86.86% 0.01 CHF 0.02 CHF 2'000'000 125'000 2'000'000 87'141 20'000 CHF 2'121 CHF 5.18% 64.72%
28.11.2025 28.51% 0.03 CHF 0.04 CHF 2'000'000 125'000 2'000'000 125'000 60'204 CHF 5'013 CHF 99.20% 99.20%
27.11.2025 22.55% 0.04 CHF 0.05 CHF 2'000'000 125'000 2'000'000 125'000 78'974 CHF 6'186 CHF 98.93% 98.93%
26.11.2025 21.14% 0.04 CHF 0.05 CHF 2'000'000 125'000 2'000'000 125'000 85'345 CHF 6'584 CHF 99.37% 99.37%
25.11.2025 20.67% 0.05 CHF 0.06 CHF 2'000'000 125'000 2'000'000 125'000 87'672 CHF 6'729 CHF 99.38% 99.38%
24.11.2025 20.48% 0.04 CHF 0.05 CHF 2'000'000 125'000 2'000'000 125'000 88'835 CHF 6'802 CHF 99.37% 99.37%
21.11.2025 20.03% 0.05 CHF 0.06 CHF 2'000'000 125'000 2'000'000 125'000 90'846 CHF 6'928 CHF 99.08% 99.08%
20.11.2025 17.91% 0.04 CHF 0.05 CHF 2'000'000 125'000 2'000'000 125'000 102'341 CHF 7'646 CHF 97.65% 97.65%
19.11.2025 16.19% 0.05 CHF 0.06 CHF 2'000'000 125'000 2'000'000 125'000 114'243 CHF 8'390 CHF 99.37% 99.37%

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