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 15.81% 0.08 CHF 0.09 CHF 1'000'000 400'000 736'634 294'654 63'931 CHF 29'572 CHF 6.03% 87.82%
02.12.2025 14.25% 0.09 CHF 0.10 CHF 1'000'000 400'000 740'763 296'305 71'669 CHF 32'668 CHF 6.05% 58.02%
28.11.2025 9.35% 0.11 CHF 0.12 CHF 1'000'000 400'000 998'594 398'594 101'903 CHF 44'654 CHF 94.66% 94.66%
27.11.2025 9.49% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 100'464 CHF 44'186 CHF 93.51% 93.51%
26.11.2025 9.08% 0.10 CHF 0.11 CHF 1'000'000 400'000 999'698 399'698 105'367 CHF 46'124 CHF 97.81% 97.81%
25.11.2025 8.92% 0.11 CHF 0.12 CHF 1'000'000 400'000 998'086 398'086 107'024 CHF 46'663 CHF 98.54% 98.54%
24.11.2025 8.45% 0.10 CHF 0.11 CHF 1'000'000 400'000 965'680 365'680 109'702 CHF 45'067 CHF 98.27% 98.27%
21.11.2025 7.84% 0.12 CHF 0.13 CHF 900'000 300'000 911'718 311'718 111'911 CHF 41'317 CHF 97.45% 97.45%
20.11.2025 8.75% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 109'544 CHF 47'818 CHF 98.49% 98.49%
19.11.2025 9.31% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 102'555 CHF 45'022 CHF 98.58% 98.58%

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