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 21.58% 0.04 CHF 0.05 CHF 900'000 300'000 513'276 171'092 29'531 CHF 12'081 CHF 6.03% 87.01%
02.12.2025 24.17% 0.07 CHF 0.08 CHF 600'000 200'000 519'807 173'269 30'697 CHF 12'612 CHF 6.07% 105.09%
28.11.2025 9.97% 0.08 CHF 0.09 CHF 750'000 250'000 622'476 207'492 59'407 CHF 21'877 CHF 98.01% 98.01%
27.11.2025 9.66% 0.10 CHF 0.11 CHF 600'000 200'000 600'000 200'000 59'187 CHF 21'729 CHF 94.97% 94.97%
26.11.2025 8.89% 0.09 CHF 0.10 CHF 600'000 200'000 600'000 200'000 64'563 CHF 23'521 CHF 94.57% 94.57%
25.11.2025 10.59% 0.10 CHF 0.11 CHF 600'000 200'000 684'926 228'309 61'302 CHF 22'717 CHF 99.44% 99.44%
24.11.2025 11.37% 0.09 CHF 0.10 CHF 750'000 250'000 736'072 245'357 61'193 CHF 22'851 CHF 99.38% 99.38%
21.11.2025 10.08% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 70'862 CHF 26'121 CHF 98.59% 98.59%
20.11.2025 12.74% 0.06 CHF 0.07 CHF 1'000'000 400'000 892'218 299'034 66'170 CHF 25'145 CHF 97.81% 97.81%
19.11.2025 12.43% 0.09 CHF 0.10 CHF 750'000 250'000 842'859 280'953 64'634 CHF 24'354 CHF 99.86% 99.86%

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