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 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 25'000 CHF 7'825 CHF 19.67% 109.52%
02.12.2025 22.19% 0.04 CHF 0.05 CHF 1'000'000 250'000 577'330 144'030 23'094 CHF 7'202 CHF 100.41% 100.41%
28.11.2025 21.01% 0.04 CHF 0.05 CHF 1'000'000 250'000 579'211 144'732 24'445 CHF 7'556 CHF 99.42% 99.42%
27.11.2025 20.15% 0.05 CHF 0.06 CHF 500'000 125'000 492'477 123'122 22'027 CHF 6'738 CHF 96.36% 96.36%
26.11.2025 18.72% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 449'109 48'603 CHF 26'597 CHF 99.42% 99.42%
25.11.2025 18.26% 0.05 CHF 0.06 CHF 1'000'000 500'000 996'546 482'791 49'609 CHF 28'894 CHF 98.75% 98.75%
24.11.2025 15.76% 0.06 CHF 0.07 CHF 925'000 475'000 871'734 439'489 50'944 CHF 30'067 CHF 99.42% 99.42%
21.11.2025 14.49% 0.06 CHF 0.07 CHF 850'000 425'000 792'080 404'868 50'707 CHF 29'981 CHF 98.50% 98.50%
20.11.2025 15.02% 0.06 CHF 0.07 CHF 1'000'000 500'000 817'392 417'363 50'299 CHF 29'874 CHF 99.42% 99.42%
19.11.2025 14.16% 0.07 CHF 0.08 CHF 725'000 375'000 769'898 396'794 50'518 CHF 30'008 CHF 99.42% 99.42%

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