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 58.54% 0.01 CHF 0.02 CHF 1'000'000 500'000 725'270 362'635 7'379 CHF 6'190 CHF 5.84% 68.31%
02.12.2025 49.07% 0.01 CHF 0.02 CHF 1'000'000 500'000 741'028 370'514 8'633 CHF 6'817 CHF 6.06% 62.30%
28.11.2025 31.17% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'560 CHF 9'280 CHF 81.66% 81.66%
27.11.2025 29.49% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'471 CHF 9'736 CHF 96.54% 96.54%
26.11.2025 27.24% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'872 CHF 10'436 CHF 88.34% 88.34%
25.11.2025 32.09% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'102 CHF 9'051 CHF 91.14% 91.14%
24.11.2025 22.57% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 19'689 CHF 12'344 CHF 92.27% 92.27%
21.11.2025 22.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 20'104 CHF 12'552 CHF 87.33% 87.33%
20.11.2025 14.17% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 32'903 CHF 18'952 CHF 89.73% 89.73%
19.11.2025 14.33% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'448 CHF 18'724 CHF 92.51% 92.51%

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