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 12.22% 0.09 CHF 0.10 CHF 600'000 300'000 391'000 197'000 31'870 CHF 18'010 CHF 19.67% 112.12%
02.12.2025 17.42% 0.06 CHF 0.07 CHF 925'000 475'000 587'500 269'000 31'688 CHF 17'328 CHF 19.67% 117.64%
28.11.2025 17.69% 0.06 CHF 0.07 CHF 925'000 475'000 547'398 197'522 28'569 CHF 12'461 CHF 99.42% 99.42%
27.11.2025 17.42% 0.05 CHF 0.06 CHF 500'000 125'000 475'817 178'147 24'924 CHF 11'252 CHF 94.39% 94.39%
26.11.2025 19.47% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 312'720 46'471 CHF 17'893 CHF 99.42% 99.42%
25.11.2025 20.03% 0.05 CHF 0.06 CHF 1'000'000 250'000 982'709 256'218 44'161 CHF 14'073 CHF 98.77% 98.77%
24.11.2025 18.37% 0.05 CHF 0.06 CHF 1'000'000 500'000 984'081 468'246 48'692 CHF 27'929 CHF 99.42% 99.42%
21.11.2025 19.86% 0.05 CHF 0.06 CHF 1'000'000 500'000 993'767 275'439 45'109 CHF 15'315 CHF 98.50% 98.50%
20.11.2025 18.19% 0.05 CHF 0.06 CHF 1'000'000 500'000 997'664 496'566 49'858 CHF 29'783 CHF 99.42% 99.42%
19.11.2025 17.89% 0.06 CHF 0.07 CHF 925'000 475'000 969'657 479'487 49'387 CHF 29'242 CHF 99.42% 99.42%

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