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% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 21'250 CHF 6'885 CHF 19.67% 109.74%
02.12.2025 22.41% 0.04 CHF 0.05 CHF 1'000'000 250'000 279'033 70'239 11'076 CHF 3'490 CHF 10.23% 100.60%
28.11.2025 17.27% 0.07 CHF 0.08 CHF 775'000 400'000 524'293 188'489 28'524 CHF 12'483 CHF 99.43% 99.43%
27.11.2025 16.38% 0.06 CHF 0.07 CHF 425'000 213'000 446'455 227'535 25'034 CHF 15'033 CHF 97.13% 97.13%
26.11.2025 18.18% 0.06 CHF 0.07 CHF 925'000 475'000 979'650 440'619 49'163 CHF 26'727 CHF 99.41% 99.41%
25.11.2025 21.75% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 41'064 CHF 12'766 CHF 98.76% 98.76%
24.11.2025 18.40% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'562 438'064 49'251 CHF 26'179 CHF 99.42% 99.42%
21.11.2025 16.28% 0.05 CHF 0.06 CHF 1'000'000 250'000 870'894 423'990 49'119 CHF 28'363 CHF 98.50% 98.50%
20.11.2025 11.83% 0.07 CHF 0.08 CHF 675'000 350'000 648'265 322'943 51'565 CHF 28'892 CHF 99.42% 99.42%
19.11.2025 23.88% 0.04 CHF 0.05 CHF 1'000'000 250'000 990'450 251'895 36'727 CHF 11'877 CHF 99.42% 99.42%

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