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 25.67% 0.05 CHF 0.06 CHF 1'000'000 250'000 427'635 107'290 16'688 CHF 5'257 CHF 12.88% 108.73%
02.12.2025 22.24% 0.04 CHF 0.05 CHF 1'000'000 250'000 494'442 123'948 19'772 CHF 6'196 CHF 14.59% 108.29%
28.11.2025 20.82% 0.05 CHF 0.06 CHF 1'000'000 250'000 565'654 140'900 25'082 CHF 7'659 CHF 99.43% 99.43%
27.11.2025 26.04% 0.04 CHF 0.05 CHF 500'000 125'000 516'993 129'254 17'491 CHF 5'666 CHF 92.65% 92.65%
26.11.2025 21.84% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'394 250'000 40'630 CHF 12'714 CHF 97.49% 97.49%
25.11.2025 22.44% 0.04 CHF 0.05 CHF 1'000'000 250'000 985'076 250'000 39'003 CHF 12'404 CHF 98.76% 98.76%
24.11.2025 18.62% 0.04 CHF 0.05 CHF 1'000'000 250'000 981'405 449'372 47'983 CHF 26'696 CHF 99.42% 99.42%
21.11.2025 15.23% 0.05 CHF 0.06 CHF 925'000 475'000 832'569 422'599 50'554 CHF 29'889 CHF 98.52% 98.52%
20.11.2025 12.80% 0.07 CHF 0.08 CHF 775'000 400'000 684'944 355'454 50'014 CHF 29'540 CHF 99.43% 99.43%
19.11.2025 11.80% 0.07 CHF 0.08 CHF 725'000 375'000 624'347 323'765 49'849 CHF 29'076 CHF 99.42% 99.42%

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