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 13.11% 0.10 CHF 0.11 CHF 1'000'000 400'000 543'047 217'219 64'242 CHF 28'652 CHF 4.86% 102.88%
02.12.2025 11.93% 0.12 CHF 0.13 CHF 1'000'000 400'000 628'578 251'431 75'195 CHF 33'229 CHF 5.91% 82.28%
28.11.2025 7.86% 0.13 CHF 0.14 CHF 1'000'000 400'000 999'835 399'835 122'299 CHF 52'904 CHF 96.04% 96.04%
27.11.2025 7.43% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 129'666 CHF 55'866 CHF 98.69% 98.69%
26.11.2025 8.48% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 113'139 CHF 49'256 CHF 98.92% 98.92%
25.11.2025 8.31% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 115'580 CHF 50'232 CHF 98.78% 98.78%
24.11.2025 6.72% 0.13 CHF 0.14 CHF 1'000'000 400'000 928'561 328'561 133'693 CHF 50'504 CHF 98.68% 98.68%
21.11.2025 6.59% 0.13 CHF 0.14 CHF 1'000'000 400'000 933'992 333'992 137'111 CHF 52'235 CHF 89.71% 89.71%
20.11.2025 6.40% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 136'430 CHF 48'477 CHF 99.01% 99.01%
19.11.2025 6.52% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 133'570 CHF 47'523 CHF 98.94% 98.94%

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