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 8.80% 0.15 CHF 0.16 CHF 1'000'000 400'000 682'981 273'193 118'416 CHF 51'366 CHF 5.01% 103.84%
02.12.2025 8.90% 0.18 CHF 0.19 CHF 1'000'000 400'000 761'417 304'567 126'384 CHF 54'554 CHF 5.00% 102.78%
28.11.2025 6.04% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 160'624 CHF 68'250 CHF 96.89% 96.89%
27.11.2025 6.26% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 154'913 CHF 65'965 CHF 98.81% 98.81%
26.11.2025 6.49% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 149'129 CHF 63'652 CHF 98.61% 98.61%
25.11.2025 6.60% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 147'346 CHF 62'938 CHF 98.30% 98.30%
24.11.2025 6.64% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 145'712 CHF 62'285 CHF 98.87% 98.87%
21.11.2025 7.72% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 462'699 125'119 CHF 62'189 CHF 98.42% 98.42%
20.11.2025 8.82% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 108'530 CHF 59'265 CHF 98.96% 98.96%
19.11.2025 8.82% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 468'007 111'546 CHF 56'118 CHF 98.93% 98.93%

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