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 31.59% 0.02 CHF 0.03 CHF 1'000'000 500'000 736'977 368'488 15'424 CHF 10'212 CHF 6.03% 96.36%
02.12.2025 32.78% 0.02 CHF 0.03 CHF 1'000'000 500'000 741'331 370'665 14'792 CHF 9'896 CHF 6.07% 96.49%
28.11.2025 20.50% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'907 CHF 13'454 CHF 97.55% 97.55%
27.11.2025 21.14% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'156 CHF 13'078 CHF 95.85% 95.85%
26.11.2025 19.90% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'660 CHF 13'830 CHF 94.55% 94.55%
25.11.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.30% 99.30%
24.11.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.42% 99.42%
21.11.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.89% 99.89%
20.11.2025 19.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'429 CHF 28'715 CHF 98.28% 98.28%
19.11.2025 23.69% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'690 CHF 23'845 CHF 99.56% 99.56%

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