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 34.29% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 13'750 CHF 5'010 CHF 19.67% 109.66%
02.12.2025 30.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 16'250 CHF 5'635 CHF 19.67% 118.03%
28.11.2025 25.08% 0.03 CHF 0.04 CHF 1'000'000 250'000 567'335 141'360 19'740 CHF 6'332 CHF 99.43% 99.43%
27.11.2025 25.00% 0.04 CHF 0.05 CHF 500'000 125'000 531'168 132'792 18'591 CHF 5'976 CHF 94.59% 94.59%
26.11.2025 22.10% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 255'064 40'310 CHF 12'866 CHF 99.43% 99.43%
25.11.2025 19.23% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 385'423 47'226 CHF 22'393 CHF 98.76% 98.76%
24.11.2025 18.78% 0.05 CHF 0.06 CHF 1'000'000 500'000 972'465 386'447 47'083 CHF 22'877 CHF 99.42% 99.42%
21.11.2025 13.23% 0.06 CHF 0.07 CHF 925'000 475'000 712'386 370'141 50'339 CHF 29'870 CHF 98.52% 98.52%
20.11.2025 16.48% 0.06 CHF 0.07 CHF 925'000 475'000 917'426 469'951 51'091 CHF 30'867 CHF 99.42% 99.42%
19.11.2025 15.46% 0.06 CHF 0.07 CHF 925'000 475'000 841'743 425'604 50'246 CHF 29'656 CHF 99.42% 99.42%

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