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 36.36% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'750 CHF 8'188 CHF 99.38% 99.38%
02.12.2025 32.60% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'773 CHF 8'943 CHF 99.37% 99.37%
28.11.2025 22.74% 0.04 CHF 0.05 CHF 1'000'000 250'000 997'185 249'298 39'288 CHF 12'317 CHF 99.37% 99.37%
27.11.2025 20.11% 0.04 CHF 0.05 CHF 1'000'000 250'000 999'385 251'917 44'927 CHF 13'865 CHF 97.65% 97.65%
26.11.2025 6.42% 0.13 CHF 0.14 CHF 400'000 400'000 345'634 345'633 52'120 CHF 55'576 CHF 98.65% 98.65%
25.11.2025 4.30% 0.20 CHF 0.21 CHF 250'000 250'000 230'225 230'225 52'362 CHF 54'664 CHF 99.38% 99.38%
24.11.2025 4.08% 0.25 CHF 0.26 CHF 225'000 225'000 222'993 222'993 53'475 CHF 55'705 CHF 77.25% 77.25%
21.11.2025 4.53% 0.22 CHF 0.23 CHF 250'000 250'000 249'238 249'238 53'816 CHF 56'309 CHF 93.42% 93.42%
20.11.2025 4.13% 0.24 CHF 0.25 CHF 225'000 225'000 218'917 218'917 51'940 CHF 54'129 CHF 88.03% 88.03%
19.11.2025 4.29% 0.23 CHF 0.24 CHF 225'000 225'000 232'181 232'181 52'883 CHF 55'204 CHF 93.80% 93.80%

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