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 24.63% 0.03 CHF 0.03 CHF 1'000'000 500'000 736'428 368'214 20'329 CHF 12'665 CHF 6.05% 92.93%
02.12.2025 23.74% 0.03 CHF 0.03 CHF 1'000'000 500'000 659'451 329'725 21'189 CHF 13'095 CHF 4.61% 103.70%
28.11.2025 11.89% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'604 CHF 22'302 CHF 95.71% 95.71%
27.11.2025 11.36% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'535 CHF 23'267 CHF 94.83% 94.83%
26.11.2025 11.12% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'510 CHF 23'755 CHF 91.49% 91.49%
25.11.2025 11.46% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'201 CHF 23'100 CHF 97.43% 97.43%
24.11.2025 8.28% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 499'802 59'167 CHF 32'069 CHF 99.40% 99.40%
21.11.2025 8.16% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'796 CHF 31'898 CHF 99.70% 99.70%
20.11.2025 10.32% 0.05 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 45'999 CHF 25'500 CHF 96.69% 96.69%
19.11.2025 18.35% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'576 CHF 29'788 CHF 99.51% 99.51%

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