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 23.96% 0.03 CHF 0.03 CHF 1'000'000 500'000 736'977 368'489 20'846 CHF 12'923 CHF 6.03% 92.93%
02.12.2025 25.62% 0.03 CHF 0.03 CHF 1'000'000 500'000 741'331 370'666 19'785 CHF 12'393 CHF 6.07% 96.22%
28.11.2025 15.92% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'917 CHF 16'959 CHF 97.63% 97.63%
27.11.2025 16.31% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'156 CHF 16'578 CHF 95.84% 95.84%
26.11.2025 15.75% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'290 CHF 17'145 CHF 94.55% 94.55%
25.11.2025 30.92% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'944 CHF 18'972 CHF 99.56% 99.56%
24.11.2025 27.12% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'289 CHF 21'145 CHF 99.42% 99.42%
21.11.2025 22.48% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'597 CHF 24'798 CHF 99.76% 99.76%
20.11.2025 15.51% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 59'535 CHF 34'767 CHF 97.98% 97.98%
19.11.2025 19.24% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 47'374 CHF 28'687 CHF 99.55% 99.55%

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