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 12.13% 0.08 CHF 0.09 CHF 1'000'000 500'000 676'497 277'494 85'021 CHF 38'629 CHF 4.93% 89.75%
02.12.2025 11.94% 0.12 CHF 0.13 CHF 1'000'000 400'000 660'494 264'198 88'587 CHF 39'435 CHF 4.62% 104.05%
28.11.2025 8.48% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 113'091 CHF 49'236 CHF 97.20% 97.20%
27.11.2025 8.24% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 116'520 CHF 50'608 CHF 94.68% 94.68%
26.11.2025 9.28% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 103'013 CHF 45'205 CHF 91.48% 91.48%
25.11.2025 8.77% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'964 109'394 CHF 47'854 CHF 97.89% 97.89%
24.11.2025 9.20% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 408'765 104'135 CHF 46'543 CHF 99.32% 99.32%
21.11.2025 7.20% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 134'122 CHF 57'649 CHF 81.45% 81.45%
20.11.2025 5.11% 0.17 CHF 0.18 CHF 900'000 300'000 779'567 259'856 148'722 CHF 52'173 CHF 96.16% 96.16%
19.11.2025 4.06% 0.19 CHF 0.20 CHF 750'000 250'000 738'025 246'008 178'963 CHF 62'114 CHF 91.67% 91.67%

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