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 36.67% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 15'000 CHF 5'320 CHF 19.67% 109.62%
02.12.2025 29.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 385'630 96'817 11'208 CHF 3'782 CHF 12.00% 102.76%
28.11.2025 21.96% 0.05 CHF 0.06 CHF 1'000'000 250'000 567'278 141'305 23'389 CHF 7'239 CHF 99.42% 99.42%
27.11.2025 21.23% 0.05 CHF 0.06 CHF 500'000 125'000 491'467 122'870 20'774 CHF 6'422 CHF 97.11% 97.11%
26.11.2025 24.42% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'285 250'000 35'808 CHF 11'520 CHF 99.41% 99.41%
25.11.2025 27.81% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'066 CHF 10'266 CHF 98.75% 98.75%
24.11.2025 24.07% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 36'682 CHF 11'671 CHF 99.42% 99.42%
21.11.2025 20.69% 0.04 CHF 0.05 CHF 1'000'000 250'000 981'127 295'254 42'738 CHF 16'068 CHF 98.49% 98.49%
20.11.2025 14.96% 0.05 CHF 0.06 CHF 925'000 475'000 821'038 409'141 50'818 CHF 29'444 CHF 99.42% 99.42%
19.11.2025 29.22% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'081 250'000 29'127 CHF 9'841 CHF 99.41% 99.41%

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