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 25.59% 0.03 CHF 0.04 CHF 1'000'000 250'000 289'213 72'777 9'547 CHF 3'131 CHF 10.38% 100.46%
02.12.2025 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 25'000 CHF 7'825 CHF 19.67% 109.68%
28.11.2025 18.20% 0.05 CHF 0.06 CHF 1'000'000 250'000 579'863 144'791 28'947 CHF 8'676 CHF 99.43% 99.43%
27.11.2025 16.73% 0.06 CHF 0.07 CHF 463'000 238'000 456'695 229'011 25'012 CHF 14'856 CHF 97.09% 97.09%
26.11.2025 17.96% 0.05 CHF 0.06 CHF 925'000 475'000 987'003 495'545 50'029 CHF 30'081 CHF 99.17% 99.17%
25.11.2025 15.33% 0.06 CHF 0.07 CHF 850'000 425'000 825'967 418'586 49'836 CHF 29'428 CHF 98.76% 98.76%
24.11.2025 12.68% 0.07 CHF 0.08 CHF 775'000 400'000 682'669 355'271 50'446 CHF 29'809 CHF 99.42% 99.42%
21.11.2025 11.93% 0.10 CHF 0.11 CHF 525'000 525'000 664'292 364'472 52'357 CHF 32'874 CHF 98.52% 98.52%
20.11.2025 17.94% 0.05 CHF 0.06 CHF 1'000'000 250'000 997'244 467'311 50'787 CHF 28'649 CHF 99.42% 99.42%
19.11.2025 15.09% 0.06 CHF 0.07 CHF 925'000 475'000 854'488 432'326 52'371 CHF 30'822 CHF 99.42% 99.42%

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