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 16.78% 0.05 CHF 0.06 CHF 1'000'000 250'000 606'500 178'500 31'390 CHF 11'245 CHF 19.67% 109.55%
02.12.2025 13.81% 0.07 CHF 0.08 CHF 775'000 400'000 478'500 247'000 31'558 CHF 18'760 CHF 19.67% 110.05%
28.11.2025 11.47% 0.09 CHF 0.10 CHF 600'000 300'000 345'539 176'615 28'716 CHF 16'438 CHF 99.43% 99.43%
27.11.2025 11.11% 0.09 CHF 0.10 CHF 300'000 150'000 295'024 147'511 25'077 CHF 14'014 CHF 97.08% 97.08%
26.11.2025 11.91% 0.09 CHF 0.10 CHF 625'000 325'000 636'290 330'894 50'253 CHF 29'442 CHF 97.45% 97.45%
25.11.2025 12.13% 0.07 CHF 0.08 CHF 725'000 375'000 651'398 338'198 50'433 CHF 29'569 CHF 98.76% 98.76%
24.11.2025 12.13% 0.08 CHF 0.09 CHF 675'000 350'000 646'416 336'184 50'049 CHF 29'393 CHF 99.42% 99.42%
21.11.2025 10.53% 0.09 CHF 0.10 CHF 600'000 300'000 559'665 342'739 50'377 CHF 34'751 CHF 98.50% 98.50%
20.11.2025 7.32% 0.12 CHF 0.13 CHF 400'000 400'000 399'255 399'255 52'570 CHF 56'562 CHF 99.42% 99.42%
19.11.2025 9.40% 0.11 CHF 0.12 CHF 475'000 475'000 493'381 478'770 50'079 CHF 53'517 CHF 99.42% 99.42%

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