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 30.04% 0.05 CHF 0.06 CHF 1'000'000 500'000 728'250 364'125 33'695 CHF 21'848 CHF 5.89% 97.56%
02.12.2025 30.55% 0.04 CHF 0.05 CHF 1'000'000 500'000 738'612 369'306 31'931 CHF 20'965 CHF 6.00% 51.99%
28.11.2025 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 89.65% 89.65%
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 95.18% 95.18%
26.11.2025 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 93.27% 93.27%
25.11.2025 15.40% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'410 CHF 35'205 CHF 99.50% 99.50%
24.11.2025 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 97.16% 97.16%
21.11.2025 17.60% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'090 CHF 31'045 CHF 99.05% 99.05%
20.11.2025 15.85% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'324 CHF 34'162 CHF 98.98% 98.98%
19.11.2025 13.17% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'034 CHF 40'517 CHF 98.58% 98.58%

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