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 52.76% 0.02 CHF 0.03 CHF 1'000'000 500'000 655'123 327'562 16'013 CHF 13'006 CHF 4.63% 101.58%
02.12.2025 37.81% 0.03 CHF 0.04 CHF 1'000'000 500'000 738'987 369'493 23'920 CHF 16'960 CHF 6.01% 83.73%
28.11.2025 18.15% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 50'123 CHF 30'062 CHF 85.07% 85.07%
27.11.2025 18.20% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'953 CHF 29'976 CHF 96.59% 96.59%
26.11.2025 17.34% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 53'327 CHF 31'663 CHF 86.88% 86.88%
25.11.2025 11.13% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'459 CHF 23'730 CHF 90.29% 90.29%
24.11.2025 11.75% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'176 CHF 22'588 CHF 93.28% 93.28%
21.11.2025 11.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 40'972 CHF 22'986 CHF 91.02% 91.02%
20.11.2025 17.31% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 53'536 CHF 31'768 CHF 93.28% 93.28%
19.11.2025 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 93.19% 93.19%

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