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 16.91% 0.05 CHF 0.06 CHF 1'000'000 250'000 368'365 142'080 19'393 CHF 9'025 CHF 11.96% 101.90%
02.12.2025 14.36% 0.06 CHF 0.07 CHF 850'000 425'000 516'000 259'500 31'870 CHF 18'635 CHF 19.67% 112.45%
28.11.2025 13.29% 0.07 CHF 0.08 CHF 775'000 400'000 424'789 219'561 29'658 CHF 17'525 CHF 94.81% 94.81%
27.11.2025 12.52% 0.08 CHF 0.09 CHF 313'000 163'000 329'462 170'561 24'730 CHF 14'510 CHF 97.11% 97.11%
26.11.2025 10.00% 0.08 CHF 0.09 CHF 675'000 350'000 530'010 441'981 50'328 CHF 47'251 CHF 98.84% 98.84%
25.11.2025 8.57% 0.09 CHF 0.10 CHF 575'000 300'000 452'280 416'320 50'479 CHF 51'415 CHF 98.78% 98.78%
24.11.2025 7.21% 0.13 CHF 0.14 CHF 375'000 375'000 389'631 389'631 52'078 CHF 55'974 CHF 99.42% 99.42%
21.11.2025 4.94% 0.17 CHF 0.18 CHF 300'000 300'000 262'502 262'509 51'850 CHF 54'476 CHF 98.51% 98.51%
20.11.2025 5.53% 0.16 CHF 0.17 CHF 350'000 350'000 304'346 304'346 53'515 CHF 56'558 CHF 99.43% 99.43%
19.11.2025 5.26% 0.20 CHF 0.21 CHF 275'000 275'000 285'695 285'695 52'928 CHF 55'785 CHF 99.43% 99.43%

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