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 46.44% 0.02 CHF 0.03 CHF 1'000'000 250'000 301'520 75'846 4'968 CHF 2'008 CHF 10.56% 109.22%
02.12.2025 45.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 11'875 CHF 4'538 CHF 19.67% 110.37%
28.11.2025 38.03% 0.02 CHF 0.03 CHF 1'000'000 250'000 566'191 141'045 12'273 CHF 4'469 CHF 99.43% 99.43%
27.11.2025 34.90% 0.03 CHF 0.04 CHF 500'000 125'000 533'307 133'331 12'744 CHF 4'520 CHF 95.80% 95.80%
26.11.2025 32.74% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'382 250'000 25'479 CHF 8'905 CHF 96.67% 96.67%
25.11.2025 37.09% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 22'184 CHF 8'046 CHF 98.78% 98.78%
24.11.2025 32.24% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'586 250'000 25'837 CHF 9'042 CHF 99.42% 99.42%
21.11.2025 26.76% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'032 250'000 32'256 CHF 10'634 CHF 98.52% 98.52%
20.11.2025 29.15% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'461 CHF 9'865 CHF 99.42% 99.42%
19.11.2025 29.17% 0.03 CHF 0.04 CHF 1'000'000 250'000 984'594 250'000 28'909 CHF 9'843 CHF 99.42% 99.42%

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