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 34.60% 0.03 CHF 0.04 CHF 1'000'000 500'000 736'307 368'154 24'726 CHF 17'363 CHF 6.02% 101.94%
02.12.2025 20.57% 0.05 CHF 0.06 CHF 1'000'000 500'000 734'816 367'408 47'190 CHF 28'595 CHF 5.92% 99.47%
28.11.2025 15.29% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 60'855 CHF 35'427 CHF 96.80% 96.80%
27.11.2025 11.53% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 499'257 82'214 CHF 46'027 CHF 98.69% 98.69%
26.11.2025 6.33% 0.11 CHF 0.12 CHF 1'000'000 400'000 937'957 337'957 146'858 CHF 55'633 CHF 98.41% 98.41%
25.11.2025 5.65% 0.17 CHF 0.18 CHF 900'000 300'000 938'525 338'525 161'969 CHF 61'445 CHF 98.72% 98.72%
24.11.2025 4.12% 0.21 CHF 0.22 CHF 900'000 300'000 878'785 292'928 208'815 CHF 72'534 CHF 98.81% 98.81%
21.11.2025 3.61% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 204'689 CHF 70'730 CHF 82.26% 82.26%
20.11.2025 5.09% 0.20 CHF 0.21 CHF 900'000 300'000 900'000 300'000 172'903 CHF 60'634 CHF 98.56% 98.56%
19.11.2025 4.52% 0.21 CHF 0.22 CHF 900'000 300'000 884'338 294'779 191'432 CHF 66'759 CHF 98.98% 98.98%

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