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 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 18'750 CHF 6'260 CHF 19.67% 109.68%
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% 110.03%
28.11.2025 26.53% 0.03 CHF 0.04 CHF 1'000'000 250'000 566'708 141'159 18'141 CHF 5'933 CHF 99.42% 99.42%
27.11.2025 20.00% 0.05 CHF 0.06 CHF 500'000 125'000 494'177 123'548 22'241 CHF 6'796 CHF 94.23% 94.23%
26.11.2025 16.18% 0.06 CHF 0.07 CHF 1'000'000 500'000 897'836 455'883 51'020 CHF 30'458 CHF 98.76% 98.76%
25.11.2025 11.76% 0.08 CHF 0.09 CHF 725'000 375'000 624'888 324'993 50'059 CHF 29'259 CHF 98.76% 98.76%
24.11.2025 7.91% 0.10 CHF 0.11 CHF 500'000 500'000 419'163 419'162 50'904 CHF 55'096 CHF 99.42% 99.42%
21.11.2025 6.00% 0.15 CHF 0.16 CHF 350'000 350'000 328'428 324'465 53'158 CHF 55'729 CHF 98.50% 98.50%
20.11.2025 9.51% 0.10 CHF 0.11 CHF 575'000 300'000 503'950 452'069 50'503 CHF 50'269 CHF 99.42% 99.42%
19.11.2025 9.13% 0.10 CHF 0.11 CHF 500'000 500'000 482'691 450'864 50'444 CHF 52'059 CHF 99.42% 99.42%

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