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 20.45% 0.08 CHF 0.09 CHF 1'000'000 400'000 753'529 351'411 52'818 CHF 29'127 CHF 5.64% 99.54%
02.12.2025 20.89% 0.07 CHF 0.08 CHF 1'000'000 500'000 663'403 266'771 48'352 CHF 23'453 CHF 4.66% 103.21%
28.11.2025 13.38% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'749 CHF 39'875 CHF 97.26% 97.26%
27.11.2025 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.44% 99.44%
26.11.2025 14.86% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'542 CHF 36'271 CHF 99.44% 99.44%
25.11.2025 12.56% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 466'908 74'926 CHF 39'485 CHF 99.41% 99.41%
24.11.2025 13.41% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'650 CHF 39'825 CHF 99.26% 99.26%
21.11.2025 12.34% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 490'154 76'328 CHF 42'278 CHF 98.50% 98.50%
20.11.2025 11.04% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 85'866 CHF 38'347 CHF 99.44% 99.44%
19.11.2025 10.54% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 403'967 90'768 CHF 40'650 CHF 99.44% 99.44%

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