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 18.71% 0.09 CHF 0.10 CHF 1'000'000 500'000 726'859 363'429 57'686 CHF 33'843 CHF 5.87% 68.35%
02.12.2025 16.58% 0.09 CHF 0.10 CHF 1'000'000 500'000 741'031 370'515 64'103 CHF 37'052 CHF 6.06% 57.07%
28.11.2025 9.74% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 97'893 CHF 53'946 CHF 83.54% 83.54%
27.11.2025 9.56% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 99'628 CHF 54'814 CHF 96.63% 96.63%
26.11.2025 11.53% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 82'097 CHF 46'049 CHF 86.78% 86.78%
25.11.2025 9.48% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 100'553 CHF 55'277 CHF 93.00% 93.00%
24.11.2025 9.48% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 100'520 CHF 55'260 CHF 92.96% 92.96%
21.11.2025 10.32% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 92'010 CHF 51'005 CHF 90.03% 90.03%
20.11.2025 7.44% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 129'537 CHF 69'769 CHF 87.94% 87.94%
19.11.2025 7.15% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 134'961 CHF 72'481 CHF 93.32% 93.32%

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