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 24.58% 0.03 CHF 0.04 CHF 1'000'000 500'000 728'202 364'101 20'759 CHF 12'879 CHF 5.89% 89.39%
02.12.2025 20.68% 0.03 CHF 0.03 CHF 1'000'000 500'000 740'452 370'226 23'954 CHF 14'477 CHF 6.05% 99.44%
28.11.2025 12.86% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'411 CHF 20'706 CHF 80.68% 80.68%
27.11.2025 12.67% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'018 CHF 21'009 CHF 95.64% 95.64%
26.11.2025 13.72% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'960 CHF 19'480 CHF 85.28% 85.28%
25.11.2025 13.09% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'703 CHF 20'352 CHF 87.84% 87.84%
24.11.2025 13.12% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'656 CHF 20'328 CHF 92.54% 92.54%
21.11.2025 11.87% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'688 CHF 22'344 CHF 93.44% 93.44%
20.11.2025 12.61% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'175 CHF 21'087 CHF 91.72% 91.72%
19.11.2025 12.19% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'525 CHF 21'762 CHF 91.45% 91.45%

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