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% 109.98%
02.12.2025 19.09% 0.05 CHF 0.06 CHF 1'000'000 250'000 625'000 156'500 28'750 CHF 8'765 CHF 19.67% 110.25%
28.11.2025 16.96% 0.05 CHF 0.06 CHF 1'000'000 250'000 535'873 207'927 28'422 CHF 13'352 CHF 99.43% 99.43%
27.11.2025 13.74% 0.07 CHF 0.08 CHF 388'000 200'000 387'496 199'764 26'177 CHF 15'497 CHF 92.65% 92.65%
26.11.2025 13.62% 0.06 CHF 0.07 CHF 775'000 400'000 731'856 378'067 50'085 CHF 29'663 CHF 97.49% 97.49%
25.11.2025 11.64% 0.09 CHF 0.10 CHF 600'000 300'000 612'873 319'507 49'658 CHF 29'068 CHF 98.76% 98.76%
24.11.2025 11.36% 0.09 CHF 0.10 CHF 600'000 300'000 598'307 313'703 49'736 CHF 29'188 CHF 99.42% 99.42%
21.11.2025 10.36% 0.11 CHF 0.12 CHF 500'000 500'000 566'521 333'185 51'865 CHF 34'224 CHF 98.52% 98.52%
20.11.2025 13.40% 0.07 CHF 0.08 CHF 725'000 375'000 708'795 369'340 49'476 CHF 29'459 CHF 99.42% 99.42%
19.11.2025 12.23% 0.08 CHF 0.09 CHF 625'000 325'000 650'714 339'868 49'972 CHF 29'499 CHF 99.42% 99.42%

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