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 23.73% 0.03 CHF 0.04 CHF 1'000'000 500'000 772'397 386'198 21'752 CHF 13'376 CHF 3.54% 102.76%
02.12.2025 22.29% 0.03 CHF 0.04 CHF 1'000'000 500'000 663'358 331'679 22'216 CHF 13'608 CHF 4.66% 103.93%
28.11.2025 13.30% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'123 CHF 20'062 CHF 96.97% 96.97%
27.11.2025 13.30% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'201 CHF 20'101 CHF 99.45% 99.45%
26.11.2025 12.48% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'664 CHF 21'332 CHF 99.44% 99.44%
25.11.2025 13.83% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'761 CHF 19'381 CHF 99.38% 99.38%
24.11.2025 13.24% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'376 CHF 20'188 CHF 99.27% 99.27%
21.11.2025 13.19% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'263 CHF 20'632 CHF 99.76% 99.76%
20.11.2025 11.78% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'127 CHF 22'563 CHF 99.44% 99.44%
19.11.2025 12.02% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'456 CHF 22'228 CHF 99.44% 99.44%

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