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 88.31% 0.01 CHF 0.02 CHF 1'000'000 250'000 566'898 141'361 4'046 CHF 2'421 CHF 103.35% 103.35%
02.12.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 447'904 112'344 4'479 CHF 2'247 CHF 13.36% 106.91%
28.11.2025 59.50% 0.02 CHF 0.03 CHF 1'000'000 250'000 566'366 141'129 7'621 CHF 3'307 CHF 99.42% 99.42%
27.11.2025 65.31% 0.01 CHF 0.02 CHF 500'000 125'000 491'884 122'971 5'081 CHF 2'500 CHF 76.23% 76.23%
26.11.2025 39.86% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'106 CHF 7'527 CHF 98.97% 98.97%
25.11.2025 39.07% 0.03 CHF 0.04 CHF 1'000'000 250'000 984'017 250'000 20'477 CHF 7'689 CHF 98.74% 98.74%
24.11.2025 35.54% 0.02 CHF 0.03 CHF 1'000'000 250'000 984'948 250'000 23'267 CHF 8'411 CHF 99.41% 99.41%
21.11.2025 37.05% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'211 CHF 8'053 CHF 98.49% 98.49%
20.11.2025 28.39% 0.03 CHF 0.04 CHF 1'000'000 250'000 991'063 250'000 30'046 CHF 10'079 CHF 99.42% 99.42%
19.11.2025 38.86% 0.03 CHF 0.04 CHF 1'000'000 250'000 985'586 250'000 20'570 CHF 7'715 CHF 99.41% 99.41%

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