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 58.52% 0.01 CHF 0.02 CHF 1'000'000 500'000 683'074 341'537 7'002 CHF 6'001 CHF 5.01% 87.95%
02.12.2025 51.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 741'348 370'674 8'138 CHF 6'569 CHF 6.07% 104.39%
28.11.2025 29.43% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'531 CHF 9'766 CHF 95.71% 95.71%
27.11.2025 28.26% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'210 CHF 10'105 CHF 94.83% 94.83%
26.11.2025 26.07% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'711 CHF 10'855 CHF 91.49% 91.49%
25.11.2025 25.14% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'416 CHF 11'208 CHF 97.77% 97.77%
24.11.2025 18.18% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 25'389 CHF 15'194 CHF 99.42% 99.42%
21.11.2025 18.07% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'186 CHF 15'093 CHF 98.59% 98.59%
20.11.2025 23.28% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'008 CHF 12'004 CHF 96.67% 96.67%
19.11.2025 20.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'448 CHF 13'224 CHF 99.53% 99.53%

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