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 21.35% 0.07 CHF 0.08 CHF 1'000'000 500'000 736'966 368'483 48'957 CHF 29'479 CHF 6.03% 87.76%
02.12.2025 21.71% 0.07 CHF 0.08 CHF 1'000'000 500'000 741'334 370'667 46'893 CHF 28'447 CHF 6.07% 94.82%
28.11.2025 13.77% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 67'854 CHF 38'927 CHF 97.54% 97.54%
27.11.2025 15.08% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'462 CHF 35'731 CHF 95.83% 95.83%
26.11.2025 14.72% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 63'253 CHF 36'627 CHF 94.56% 94.56%
25.11.2025 14.01% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 66'998 CHF 38'499 CHF 99.35% 99.35%
24.11.2025 12.51% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 75'228 CHF 42'614 CHF 99.42% 99.42%
21.11.2025 11.84% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 79'651 CHF 44'826 CHF 99.77% 99.77%
20.11.2025 8.61% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 111'322 CHF 60'661 CHF 98.10% 98.10%
19.11.2025 9.80% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 97'225 CHF 53'613 CHF 99.56% 99.56%

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