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 37.10% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 22'299 CHF 8'075 CHF 100.00% 100.00%
02.12.2025 45.63% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 17'184 CHF 6'796 CHF 99.87% 99.87%
28.11.2025 28.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'975 249'246 29'691 CHF 9'918 CHF 100.00% 100.00%
27.11.2025 29.82% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 28'718 CHF 9'679 CHF 100.00% 100.00%
26.11.2025 31.91% 0.02 CHF 0.03 CHF 1'000'000 250'000 997'529 250'000 26'464 CHF 9'134 CHF 97.40% 97.40%
25.11.2025 21.33% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 299'504 42'510 CHF 16'059 CHF 100.00% 100.00%
24.11.2025 20.75% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 326'382 43'652 CHF 17'875 CHF 99.91% 99.91%
21.11.2025 17.62% 0.05 CHF 0.06 CHF 1'000'000 500'000 966'061 465'545 50'051 CHF 28'855 CHF 99.78% 99.78%
20.11.2025 19.93% 0.05 CHF 0.06 CHF 1'000'000 250'000 983'616 343'611 45'026 CHF 19'739 CHF 99.99% 99.99%
19.11.2025 15.78% 0.05 CHF 0.06 CHF 1'000'000 500'000 862'099 436'504 50'292 CHF 29'856 CHF 99.94% 99.94%

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