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 83.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 185'341 10'000 CHF 4'353 CHF 6.07% 39.09%
02.12.2025 83.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 185'333 10'000 CHF 4'353 CHF 6.07% 59.69%
28.11.2025 46.49% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 17'565 CHF 6'891 CHF 99.20% 99.20%
27.11.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.37% 99.37%
26.11.2025 39.71% 0.02 CHF 0.03 CHF 1'000'000 250'000 760'099 250'000 15'391 CHF 7'563 CHF 99.37% 99.37%
25.11.2025 46.39% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 13'236 CHF 6'912 CHF 99.24% 99.24%
24.11.2025 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.08% 99.08%
21.11.2025 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.34% 99.34%
20.11.2025 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.37% 99.37%
19.11.2025 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.35% 99.35%

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