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 44.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 726'808 363'404 9'953 CHF 7'476 CHF 5.87% 87.39%
02.12.2025 33.25% 0.02 CHF 0.02 CHF 1'000'000 500'000 737'623 368'811 14'094 CHF 9'547 CHF 5.98% 101.37%
28.11.2025 17.12% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 26'724 CHF 15'862 CHF 89.91% 89.91%
27.11.2025 15.70% 0.03 CHF 0.04 CHF 1'000'000 400'000 998'642 479'139 29'315 CHF 16'438 CHF 99.36% 99.36%
26.11.2025 12.79% 0.04 CHF 0.04 CHF 1'000'000 400'000 1'000'000 400'000 36'643 CHF 16'657 CHF 96.53% 96.53%
25.11.2025 14.21% 0.05 CHF 0.05 CHF 1'000'000 400'000 1'000'000 478'798 33'576 CHF 18'216 CHF 99.86% 99.86%
24.11.2025 21.84% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 412'902 41'694 CHF 21'194 CHF 98.98% 98.98%
21.11.2025 11.26% 0.06 CHF 0.07 CHF 900'000 300'000 990'343 419'430 42'158 CHF 19'697 CHF 98.84% 98.84%
20.11.2025 14.28% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'569 CHF 18'785 CHF 99.34% 99.34%
19.11.2025 22.44% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 412'573 39'983 CHF 20'531 CHF 99.05% 99.05%

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