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 30.93% 0.05 CHF 0.06 CHF 1'000'000 500'000 710'230 355'115 32'360 CHF 21'180 CHF 5.48% 96.67%
02.12.2025 30.90% 0.04 CHF 0.05 CHF 1'000'000 500'000 731'720 365'860 31'412 CHF 20'706 CHF 5.85% 100.06%
28.11.2025 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 94.44% 94.44%
27.11.2025 17.38% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'883 CHF 31'441 CHF 98.53% 98.53%
26.11.2025 18.89% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 48'241 CHF 29'121 CHF 98.69% 98.69%
25.11.2025 18.75% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 48'603 CHF 29'302 CHF 97.62% 97.62%
24.11.2025 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'023 CHF 30'012 CHF 98.47% 98.47%
21.11.2025 22.55% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'791 CHF 24'896 CHF 99.45% 99.45%
20.11.2025 21.98% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 40'725 CHF 25'362 CHF 98.96% 98.96%
19.11.2025 15.88% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'231 CHF 34'115 CHF 98.60% 98.60%

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