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 18.98% 0.05 CHF 0.05 CHF 1'000'000 500'000 736'972 368'486 28'374 CHF 16'687 CHF 6.03% 88.79%
02.12.2025 16.82% 0.04 CHF 0.04 CHF 1'000'000 500'000 741'332 370'666 30'233 CHF 17'617 CHF 6.07% 101.77%
28.11.2025 12.61% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'252 CHF 21'126 CHF 98.00% 98.00%
27.11.2025 12.52% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'453 CHF 21'226 CHF 94.96% 94.96%
26.11.2025 12.40% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'831 CHF 21'415 CHF 94.57% 94.57%
25.11.2025 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.45% 99.45%
24.11.2025 17.48% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'616 CHF 31'308 CHF 99.42% 99.42%
21.11.2025 15.39% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 60'030 CHF 35'015 CHF 99.78% 99.78%
20.11.2025 13.80% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 67'716 CHF 38'858 CHF 95.72% 95.72%
19.11.2025 13.23% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 71'490 CHF 40'745 CHF 99.79% 99.79%

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