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 65.84% 0.01 CHF 0.02 CHF 1'000'000 500'000 656'065 328'033 5'922 CHF 5'461 CHF 4.64% 101.54%
02.12.2025 63.98% 0.01 CHF 0.01 CHF 1'000'000 500'000 693'302 346'651 6'112 CHF 5'556 CHF 5.12% 92.51%
28.11.2025 18.80% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 24'235 CHF 14'617 CHF 83.69% 83.69%
27.11.2025 19.04% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'769 CHF 14'385 CHF 96.63% 96.63%
26.11.2025 16.62% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'713 CHF 16'357 CHF 87.13% 87.13%
25.11.2025 25.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'939 CHF 10'970 CHF 93.35% 93.35%
24.11.2025 22.94% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'434 CHF 12'217 CHF 89.64% 89.64%
21.11.2025 19.35% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 23'673 CHF 14'336 CHF 93.54% 93.54%
20.11.2025 14.44% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 32'200 CHF 18'600 CHF 91.94% 91.94%
19.11.2025 17.04% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 26'938 CHF 15'969 CHF 95.73% 95.73%

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