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 26.47% 0.03 CHF 0.03 CHF 1'000'000 500'000 736'667 368'333 18'624 CHF 11'812 CHF 6.03% 93.81%
02.12.2025 28.10% 0.03 CHF 0.03 CHF 1'000'000 500'000 741'345 370'672 17'516 CHF 11'258 CHF 6.07% 99.26%
28.11.2025 19.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'657 CHF 13'828 CHF 97.19% 97.19%
27.11.2025 19.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'524 CHF 13'762 CHF 95.81% 95.81%
26.11.2025 17.79% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'673 CHF 15'336 CHF 94.55% 94.55%
25.11.2025 23.87% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'610 CHF 11'805 CHF 99.38% 99.38%
24.11.2025 20.50% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'916 CHF 13'458 CHF 93.55% 93.55%
21.11.2025 22.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'649 CHF 12'324 CHF 85.03% 85.03%
20.11.2025 18.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'478 CHF 14'739 CHF 98.49% 98.49%
19.11.2025 33.37% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'805 CHF 17'902 CHF 95.14% 95.14%

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