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 20.20% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 26'250 CHF 8'140 CHF 19.67% 109.56%
02.12.2025 17.42% 0.05 CHF 0.06 CHF 1'000'000 250'000 616'000 184'500 31'380 CHF 11'368 CHF 19.67% 110.05%
28.11.2025 11.60% 0.09 CHF 0.10 CHF 600'000 300'000 348'031 178'648 28'569 CHF 16'444 CHF 99.43% 99.43%
27.11.2025 11.35% 0.09 CHF 0.10 CHF 300'000 150'000 299'729 152'214 24'911 CHF 14'166 CHF 97.08% 97.08%
26.11.2025 12.79% 0.08 CHF 0.09 CHF 625'000 325'000 689'112 357'041 50'417 CHF 29'692 CHF 97.45% 97.45%
25.11.2025 11.90% 0.06 CHF 0.07 CHF 850'000 425'000 644'728 327'882 50'939 CHF 29'182 CHF 98.76% 98.76%
24.11.2025 12.08% 0.08 CHF 0.09 CHF 675'000 350'000 645'751 335'716 50'228 CHF 29'472 CHF 99.42% 99.42%
21.11.2025 8.98% 0.09 CHF 0.10 CHF 600'000 300'000 477'806 437'340 50'856 CHF 51'769 CHF 98.50% 98.50%
20.11.2025 5.55% 0.16 CHF 0.17 CHF 300'000 300'000 302'709 302'708 53'099 CHF 56'126 CHF 99.43% 99.43%
19.11.2025 8.01% 0.14 CHF 0.15 CHF 375'000 375'000 430'669 430'669 51'603 CHF 55'909 CHF 99.42% 99.42%

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