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 134.95% 0.00 CHF 0.01 CHF 1'000'000 500'000 691'794 345'897 1'649 CHF 3'324 CHF 5.15% 99.72%
02.12.2025 95.38% 0.00 CHF 0.01 CHF 1'000'000 500'000 666'982 333'491 3'123 CHF 4'061 CHF 4.71% 104.11%
28.11.2025 44.52% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 8'788 CHF 6'894 CHF 95.16% 95.16%
27.11.2025 37.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 999'396 500'000 10'959 CHF 7'983 CHF 99.44% 99.44%
26.11.2025 29.39% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'729 CHF 9'865 CHF 99.43% 99.43%
25.11.2025 20.59% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 22'374 CHF 13'687 CHF 98.20% 98.20%
24.11.2025 15.92% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 499'850 29'062 CHF 17'026 CHF 99.41% 99.41%
21.11.2025 11.55% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 41'021 CHF 23'011 CHF 99.38% 99.38%
20.11.2025 31.74% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'231 CHF 18'615 CHF 98.99% 98.99%
19.11.2025 13.15% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 460'709 72'023 CHF 37'435 CHF 99.43% 99.43%

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