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 11.00% 0.14 CHF 0.15 CHF 1'000'000 400'000 772'060 308'824 98'994 CHF 43'598 CHF 3.53% 102.83%
02.12.2025 10.97% 0.13 CHF 0.14 CHF 1'000'000 400'000 741'028 296'411 96'334 CHF 42'534 CHF 6.06% 72.75%
28.11.2025 7.40% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 130'120 CHF 56'048 CHF 96.96% 96.96%
27.11.2025 7.55% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 127'671 CHF 55'068 CHF 99.44% 99.44%
26.11.2025 7.56% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 127'402 CHF 54'961 CHF 99.43% 99.43%
25.11.2025 7.97% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 401'224 120'585 CHF 52'381 CHF 99.44% 99.44%
24.11.2025 8.08% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 407'921 118'795 CHF 52'469 CHF 99.11% 99.11%
21.11.2025 8.35% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 445'374 115'158 CHF 55'473 CHF 99.72% 99.72%
20.11.2025 7.96% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 436'170 120'722 CHF 56'954 CHF 99.44% 99.44%
19.11.2025 8.29% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 454'894 115'889 CHF 57'048 CHF 99.44% 99.44%

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