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 26.79% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 19'375 CHF 6'418 CHF 19.67% 109.89%
02.12.2025 22.54% 0.04 CHF 0.05 CHF 1'000'000 250'000 274'738 69'168 10'722 CHF 3'391 CHF 10.17% 109.82%
28.11.2025 20.70% 0.05 CHF 0.06 CHF 1'000'000 250'000 566'984 141'219 25'076 CHF 7'658 CHF 99.44% 99.44%
27.11.2025 23.40% 0.04 CHF 0.05 CHF 500'000 125'000 505'420 126'342 19'159 CHF 6'053 CHF 90.98% 90.98%
26.11.2025 29.42% 0.05 CHF 0.06 CHF 925'000 475'000 924'237 403'811 47'900 CHF 27'663 CHF 95.58% 95.58%
25.11.2025 71.92% 0.03 CHF 0.07 CHF 1'000'000 250'000 984'516 250'000 35'315 CHF 18'960 CHF 98.78% 98.78%
24.11.2025 78.22% 0.04 CHF 0.08 CHF 1'000'000 250'000 985'306 250'000 30'925 CHF 17'840 CHF 99.42% 99.42%
21.11.2025 77.07% 0.03 CHF 0.07 CHF 1'000'000 250'000 998'696 253'916 32'054 CHF 18'319 CHF 98.49% 98.49%
20.11.2025 40.09% 0.05 CHF 0.09 CHF 925'000 475'000 629'812 341'870 50'123 CHF 41'111 CHF 99.42% 99.42%
19.11.2025 34.45% 0.08 CHF 0.12 CHF 575'000 300'000 521'518 429'109 50'092 CHF 58'950 CHF 99.42% 99.42%

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