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 16.88% 0.05 CHF 0.05 CHF 1'000'000 500'000 683'888 341'944 30'620 CHF 17'810 CHF 5.02% 92.40%
02.12.2025 15.99% 0.05 CHF 0.05 CHF 1'000'000 500'000 741'346 370'673 33'067 CHF 19'034 CHF 6.07% 99.22%
28.11.2025 10.77% 0.05 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'943 CHF 24'471 CHF 97.18% 97.18%
27.11.2025 10.73% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 44'092 CHF 24'546 CHF 95.81% 95.81%
26.11.2025 10.29% 0.05 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 46'139 CHF 25'569 CHF 94.55% 94.55%
25.11.2025 12.07% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'040 CHF 22'020 CHF 99.43% 99.43%
24.11.2025 11.17% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'294 CHF 23'647 CHF 93.22% 93.22%
21.11.2025 12.61% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'152 CHF 21'076 CHF 80.29% 80.29%
20.11.2025 10.96% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 43'228 CHF 24'114 CHF 98.10% 98.10%
19.11.2025 20.19% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 45'038 CHF 27'519 CHF 89.39% 89.39%

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