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 95.02% 0.01 CHF 0.01 CHF 1'000'000 500'000 724'276 362'138 3'566 CHF 4'283 CHF 5.75% 57.79%
02.12.2025 94.64% 0.01 CHF 0.01 CHF 1'000'000 500'000 663'564 331'782 3'227 CHF 4'114 CHF 4.67% 102.50%
28.11.2025 61.76% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'626 CHF 5'313 CHF 94.66% 94.66%
27.11.2025 56.50% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 6'377 CHF 5'688 CHF 93.32% 93.32%
26.11.2025 86.40% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'333 CHF 4'166 CHF 98.81% 98.81%
25.11.2025 105.23% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'291 CHF 3'646 CHF 97.81% 97.81%
24.11.2025 119.31% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'779 CHF 3'390 CHF 98.50% 98.50%
21.11.2025 106.59% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'269 CHF 3'634 CHF 96.52% 96.52%
20.11.2025 84.56% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'454 CHF 4'227 CHF 98.39% 98.39%
19.11.2025 77.71% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'944 CHF 4'472 CHF 98.72% 98.72%

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