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 23.33% 0.03 CHF 0.04 CHF 1'000'000 500'000 726'837 363'419 21'713 CHF 13'356 CHF 5.87% 93.53%
02.12.2025 19.97% 0.03 CHF 0.04 CHF 1'000'000 500'000 739'196 369'598 25'133 CHF 15'066 CHF 6.02% 87.21%
28.11.2025 16.54% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'748 CHF 16'374 CHF 90.05% 90.05%
27.11.2025 16.03% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'713 CHF 16'857 CHF 95.63% 95.63%
26.11.2025 15.35% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'101 CHF 17'550 CHF 92.15% 92.15%
25.11.2025 17.00% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 26'944 CHF 15'972 CHF 99.88% 99.88%
24.11.2025 11.80% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'988 CHF 22'494 CHF 99.17% 99.17%
21.11.2025 11.56% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'767 CHF 22'884 CHF 98.78% 98.78%
20.11.2025 20.71% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'748 CHF 26'874 CHF 97.76% 97.76%
19.11.2025 17.90% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'997 CHF 30'499 CHF 99.05% 99.05%

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