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 28.79% 0.02 CHF 0.02 CHF 1'000'000 500'000 772'252 386'126 16'429 CHF 10'715 CHF 3.54% 102.75%
02.12.2025 34.27% 0.02 CHF 0.03 CHF 1'000'000 500'000 660'513 330'257 13'984 CHF 9'492 CHF 4.62% 103.95%
28.11.2025 15.12% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 30'693 CHF 17'846 CHF 96.97% 96.97%
27.11.2025 12.81% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'690 CHF 20'845 CHF 99.44% 99.44%
26.11.2025 11.79% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 492'708 40'303 CHF 22'272 CHF 99.44% 99.44%
25.11.2025 17.86% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 400'000 51'149 CHF 24'460 CHF 99.44% 99.44%
24.11.2025 15.29% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 400'000 60'707 CHF 28'283 CHF 89.94% 89.94%
21.11.2025 12.42% 0.07 CHF 0.08 CHF 1'000'000 400'000 969'009 369'009 73'496 CHF 31'545 CHF 99.73% 99.73%
20.11.2025 15.20% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 61'353 CHF 28'541 CHF 99.43% 99.43%
19.11.2025 13.32% 0.07 CHF 0.08 CHF 1'000'000 400'000 983'612 383'612 70'083 CHF 31'037 CHF 99.44% 99.44%

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