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 12.85% 0.12 CHF 0.13 CHF 1'000'000 500'000 669'969 334'984 80'808 CHF 45'404 CHF 4.82% 93.06%
02.12.2025 11.12% 0.12 CHF 0.13 CHF 1'000'000 500'000 740'450 370'225 93'854 CHF 51'927 CHF 6.05% 81.64%
28.11.2025 6.05% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 160'307 CHF 85'153 CHF 95.40% 95.40%
27.11.2025 6.16% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 157'333 CHF 83'666 CHF 96.52% 96.52%
26.11.2025 6.13% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 158'307 CHF 84'154 CHF 85.03% 85.03%
25.11.2025 7.19% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 134'382 CHF 72'191 CHF 91.98% 91.98%
24.11.2025 7.28% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 132'588 CHF 71'294 CHF 90.31% 90.31%
21.11.2025 6.94% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 139'137 CHF 74'569 CHF 86.27% 86.27%
20.11.2025 5.65% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 172'067 CHF 91'033 CHF 89.31% 89.31%
19.11.2025 5.71% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 170'298 CHF 90'149 CHF 95.77% 95.77%

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