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 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 3'125 CHF 2'348 CHF 19.67% 109.75%
02.12.2025 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 550'918 137'495 2'755 CHF 2'062 CHF 110.14% 110.14%
28.11.2025 75.12% 0.01 CHF 0.02 CHF 1'000'000 250'000 583'311 145'214 5'201 CHF 2'746 CHF 92.93% 92.93%
27.11.2025 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 497'337 124'329 4'973 CHF 2'487 CHF 91.33% 91.33%
26.11.2025 67.37% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'135 250'000 9'786 CHF 4'974 CHF 96.66% 96.66%
25.11.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 982'769 250'000 9'828 CHF 5'000 CHF 98.75% 98.75%
24.11.2025 66.11% 0.01 CHF 0.02 CHF 1'000'000 250'000 982'767 250'000 9'994 CHF 5'042 CHF 99.41% 99.41%
21.11.2025 50.84% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'715 250'000 14'579 CHF 6'187 CHF 98.49% 98.49%
20.11.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.42% 99.42%
19.11.2025 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 985'209 250'000 14'778 CHF 6'250 CHF 99.42% 99.42%

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