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 19.99% 0.08 CHF 0.09 CHF 1'000'000 500'000 704'138 352'069 50'860 CHF 30'430 CHF 5.39% 92.18%
02.12.2025 17.25% 0.07 CHF 0.08 CHF 1'000'000 500'000 741'347 370'674 59'308 CHF 34'654 CHF 6.07% 40.90%
28.11.2025 9.67% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 418'022 98'564 CHF 45'264 CHF 95.71% 95.71%
27.11.2025 9.52% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 100'000 CHF 44'000 CHF 94.83% 94.83%
26.11.2025 10.35% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 484'304 91'748 CHF 49'147 CHF 91.49% 91.49%
25.11.2025 10.32% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 482'855 92'054 CHF 49'141 CHF 97.60% 97.60%
24.11.2025 8.78% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 410'809 109'359 CHF 48'870 CHF 99.42% 99.42%
21.11.2025 8.70% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 109'948 CHF 47'979 CHF 99.77% 99.77%
20.11.2025 9.82% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 498'790 97'053 CHF 53'394 CHF 96.79% 96.79%
19.11.2025 10.53% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'000 CHF 50'000 CHF 99.56% 99.56%

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