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 27.34% 0.04 CHF 0.05 CHF 900'000 300'000 580'485 193'495 26'969 CHF 11'604 CHF 5.89% 87.45%
02.12.2025 23.57% 0.06 CHF 0.07 CHF 750'000 250'000 511'305 170'435 31'434 CHF 12'978 CHF 4.93% 102.20%
28.11.2025 11.76% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 60'000 CHF 22'500 CHF 89.89% 89.89%
27.11.2025 11.64% 0.08 CHF 0.09 CHF 600'000 200'000 695'194 231'731 56'226 CHF 21'059 CHF 99.42% 99.42%
26.11.2025 10.37% 0.10 CHF 0.11 CHF 600'000 200'000 618'235 206'078 56'557 CHF 20'913 CHF 96.56% 96.56%
25.11.2025 11.13% 0.11 CHF 0.12 CHF 600'000 200'000 718'308 239'436 61'190 CHF 22'791 CHF 99.86% 99.86%
24.11.2025 9.39% 0.07 CHF 0.08 CHF 750'000 250'000 631'805 210'602 64'370 CHF 23'563 CHF 99.11% 99.11%
21.11.2025 10.29% 0.14 CHF 0.15 CHF 600'000 200'000 739'302 246'434 68'526 CHF 25'306 CHF 99.65% 99.65%
20.11.2025 13.22% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 63'639 CHF 24'213 CHF 99.31% 99.31%
19.11.2025 9.94% 0.07 CHF 0.08 CHF 900'000 300'000 768'978 256'326 73'776 CHF 27'155 CHF 99.17% 99.17%

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