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 24.37% 0.03 CHF 0.04 CHF 1'000'000 500'000 666'657 333'329 20'515 CHF 12'758 CHF 4.76% 103.45%
02.12.2025 23.73% 0.03 CHF 0.04 CHF 1'000'000 500'000 667'055 333'527 20'163 CHF 12'581 CHF 4.71% 101.48%
28.11.2025 15.76% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'247 CHF 17'123 CHF 94.97% 94.97%
27.11.2025 15.00% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'857 CHF 17'929 CHF 93.30% 93.30%
26.11.2025 20.92% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'596 CHF 13'298 CHF 98.81% 98.81%
25.11.2025 24.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'614 CHF 11'307 CHF 97.74% 97.74%
24.11.2025 25.88% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'847 CHF 10'924 CHF 98.49% 98.49%
21.11.2025 23.88% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 18'469 CHF 11'735 CHF 96.52% 96.52%
20.11.2025 22.48% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'785 CHF 12'392 CHF 98.36% 98.36%
19.11.2025 19.62% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'999 CHF 14'000 CHF 98.76% 98.76%

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