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 25.40% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 20'000 CHF 6'575 CHF 19.67% 109.48%
02.12.2025 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% 109.61%
28.11.2025 22.09% 0.04 CHF 0.05 CHF 1'000'000 250'000 578'653 144'633 22'976 CHF 7'189 CHF 99.43% 99.43%
27.11.2025 20.26% 0.04 CHF 0.05 CHF 500'000 125'000 514'810 128'703 22'875 CHF 7'006 CHF 92.76% 92.76%
26.11.2025 9.47% 0.05 CHF 0.06 CHF 1'000'000 250'000 503'163 391'907 51'170 CHF 49'395 CHF 99.40% 99.40%
25.11.2025 20.26% 0.05 CHF 0.06 CHF 1'000'000 500'000 974'805 272'073 43'363 CHF 14'950 CHF 98.77% 98.77%
24.11.2025 17.36% 0.05 CHF 0.06 CHF 1'000'000 250'000 938'375 438'041 49'638 CHF 27'909 CHF 99.41% 99.41%
21.11.2025 19.22% 0.06 CHF 0.07 CHF 775'000 400'000 977'170 306'711 46'142 CHF 17'988 CHF 98.50% 98.50%
20.11.2025 15.36% 0.05 CHF 0.06 CHF 775'000 400'000 840'248 422'010 50'603 CHF 29'635 CHF 99.42% 99.42%
19.11.2025 14.85% 0.06 CHF 0.07 CHF 850'000 425'000 811'690 413'267 50'607 CHF 29'913 CHF 99.42% 99.42%

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