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 6.30% 0.12 CHF 0.13 CHF 425'000 425'000 117'556 117'545 16'986 CHF 18'159 CHF 10.95% 104.78%
02.12.2025 21.51% 0.12 CHF 0.13 CHF 425'000 425'000 259'599 82'855 12'218 CHF 6'000 CHF 10.40% 100.30%
28.11.2025 18.19% 0.05 CHF 0.06 CHF 1'000'000 250'000 575'606 168'712 28'975 CHF 10'292 CHF 94.82% 94.82%
27.11.2025 18.17% 0.05 CHF 0.06 CHF 500'000 125'000 529'271 151'218 26'606 CHF 9'200 CHF 96.09% 96.09%
26.11.2025 20.22% 0.05 CHF 0.06 CHF 1'000'000 500'000 992'527 272'584 44'298 CHF 15'032 CHF 99.33% 99.33%
25.11.2025 28.77% 0.03 CHF 0.04 CHF 1'000'000 250'000 974'579 250'000 29'042 CHF 9'951 CHF 98.76% 98.76%
24.11.2025 25.43% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 34'512 CHF 11'128 CHF 99.44% 99.44%
21.11.2025 20.31% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'673 309'232 44'522 CHF 17'315 CHF 98.52% 98.52%
20.11.2025 14.78% 0.05 CHF 0.06 CHF 1'000'000 500'000 802'774 412'240 50'312 CHF 29'983 CHF 99.42% 99.42%
19.11.2025 11.88% 0.06 CHF 0.07 CHF 850'000 425'000 641'938 325'332 50'898 CHF 29'063 CHF 99.42% 99.42%

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