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 110.64% 0.00 CHF 0.01 CHF 1'000'000 500'000 726'668 363'334 2'587 CHF 3'793 CHF 5.86% 95.17%
02.12.2025 117.82% 0.00 CHF 0.01 CHF 1'000'000 500'000 672'858 336'429 2'256 CHF 3'628 CHF 4.80% 104.32%
28.11.2025 75.40% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'253 CHF 4'626 CHF 87.89% 87.89%
27.11.2025 66.84% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'013 CHF 5'006 CHF 95.57% 95.57%
26.11.2025 47.44% 0.01 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 8'122 CHF 6'561 CHF 92.40% 92.40%
25.11.2025 29.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'585 CHF 9'793 CHF 98.00% 98.00%
24.11.2025 21.78% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'305 CHF 13'153 CHF 98.94% 98.94%
21.11.2025 19.23% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 468'590 47'577 CHF 26'904 CHF 98.83% 98.83%
20.11.2025 17.35% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 499'931 53'159 CHF 31'575 CHF 98.50% 98.50%
19.11.2025 18.90% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'227 CHF 29'113 CHF 99.16% 99.16%

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