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 23.13% 0.03 CHF 0.04 CHF 1'000'000 500'000 736'669 368'335 21'810 CHF 13'405 CHF 6.03% 93.12%
02.12.2025 24.94% 0.03 CHF 0.04 CHF 1'000'000 500'000 741'344 370'672 20'464 CHF 12'732 CHF 6.07% 99.44%
28.11.2025 16.00% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'750 CHF 16'875 CHF 97.19% 97.19%
27.11.2025 15.95% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'852 CHF 16'926 CHF 95.81% 95.81%
26.11.2025 15.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'715 CHF 17'358 CHF 94.52% 94.52%
25.11.2025 17.95% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'405 CHF 15'202 CHF 99.44% 99.44%
24.11.2025 16.65% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'544 CHF 16'272 CHF 95.67% 95.67%
21.11.2025 18.50% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'546 CHF 14'773 CHF 82.28% 82.28%
20.11.2025 16.07% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'726 CHF 16'863 CHF 96.08% 96.08%
19.11.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 87.81% 87.81%

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