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 12.47% 0.07 CHF 0.08 CHF 1'000'000 500'000 656'072 328'036 44'028 CHF 24'514 CHF 4.62% 103.52%
02.12.2025 14.44% 0.06 CHF 0.07 CHF 1'000'000 500'000 660'725 330'363 35'988 CHF 20'494 CHF 4.63% 103.58%
28.11.2025 7.54% 0.07 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 63'823 CHF 34'412 CHF 96.78% 96.78%
27.11.2025 8.53% 0.06 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 56'176 CHF 30'588 CHF 98.68% 98.68%
26.11.2025 12.03% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 39'729 CHF 22'364 CHF 98.41% 98.41%
25.11.2025 23.24% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'390 CHF 24'195 CHF 98.73% 98.73%
24.11.2025 28.86% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'747 CHF 19'874 CHF 98.72% 98.72%
21.11.2025 31.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'048 CHF 18'524 CHF 94.81% 94.81%
20.11.2025 24.18% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'924 CHF 23'462 CHF 98.56% 98.56%
19.11.2025 23.95% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'279 CHF 23'640 CHF 98.97% 98.97%

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