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 61.70% 0.01 CHF 0.02 CHF 1'000'000 500'000 741'336 370'668 6'879 CHF 5'939 CHF 6.07% 92.82%
02.12.2025 60.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 663'342 331'671 6'460 CHF 5'730 CHF 4.66% 91.73%
28.11.2025 38.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'348 CHF 7'674 CHF 98.73% 98.73%
27.11.2025 37.40% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'876 CHF 7'938 CHF 99.38% 99.38%
26.11.2025 37.69% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'779 CHF 7'890 CHF 99.37% 99.37%
25.11.2025 39.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'274 CHF 7'637 CHF 99.31% 99.31%
24.11.2025 39.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'008 CHF 7'504 CHF 99.37% 99.37%
21.11.2025 43.06% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 9'121 CHF 7'061 CHF 99.36% 99.36%
20.11.2025 40.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'964 CHF 7'482 CHF 99.19% 99.19%
19.11.2025 40.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'869 CHF 7'434 CHF 99.37% 99.37%

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