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 90.66% 0.01 CHF 0.01 CHF 1'000'000 500'000 679'457 339'729 3'707 CHF 4'354 CHF 4.95% 86.18%
02.12.2025 70.52% 0.01 CHF 0.01 CHF 1'000'000 500'000 734'503 367'252 5'371 CHF 5'185 CHF 5.90% 102.53%
28.11.2025 51.95% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'307 CHF 6'154 CHF 95.56% 95.56%
27.11.2025 45.19% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 8'586 CHF 6'793 CHF 81.27% 81.27%
26.11.2025 42.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'323 CHF 7'161 CHF 81.48% 81.48%
25.11.2025 31.07% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'659 CHF 9'329 CHF 97.52% 97.52%
24.11.2025 27.29% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'861 CHF 10'431 CHF 99.42% 99.42%
21.11.2025 17.12% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 26'731 CHF 15'865 CHF 86.86% 86.86%
20.11.2025 23.18% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 19'193 CHF 12'097 CHF 97.35% 97.35%
19.11.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 86.92% 86.92%

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